Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities

被引：0

作者：

Lu, Shu ^{[1
]}

Singh, Sudhanshu ^{[1
]}

机构：

[1] Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC 27599 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2011年 / 151卷 / 01期

基金：

美国国家科学基金会;

关键词：

Variational inequality; Projection method; Outer approximation; Local convergence; ALGORITHM;

D O I：

10.1007/s10957-011-9873-8

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper considers an outer approximation projection method for variational inequalities, in which the projections are not performed on the original set that appears in the variational inequality, but on a polyhedral convex set defined by the linearized constraints. It shows that the method converges linearly, when the starting point is sufficiently close to the solution and the step lengths are sufficiently small.

引用

页码：52 / 63

页数：12

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