Article ID: | iaor1993758 |
Country: | Netherlands |
Volume: | 11 |
Issue: | 3 |
Start Page Number: | 159 |
End Page Number: | 165 |
Publication Date: | Apr 1992 |
Journal: | Operations Research Letters |
Authors: | Tseng Paul, Luo Zhi-Quan |
Keywords: | computational analysis |
The authors give, for a class of monotone affine variational inequality problems, a simple characterization of when a certain residual function provides a bound on the distance from any feasible point to the solution set. This result has implications on the global linear convergence of a certain projection algorithm and of matrix splitting algorithms using regular splitting.