On a global error bound for a class of monotone affine variational inequality problems

On a global error bound for a class of monotone affine variational inequality problems

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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: ,
Keywords: computational analysis
Abstract:

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.

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