ERROR BOUND AND CONVERGENCE ANALYSIS OF MATRIX SPLITTING ALGORITHMS FOR THE AFFINE VARIATIONAL INEQUALITY PROBLEM

被引：141

作者：

Luo, Zhi-Quan ^{[1
]}

Tseng, Paul ^{[2
]}

机构：

[1] McMaster Univ, Dept Elect & Comp Engn, Commun Res Lab, Hamilton, ON L8S 4K1, Canada

[2] Univ Washington, Dept Math, Seattle, WA 98195 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1992年 / 2卷 / 01期

基金：

美国国家科学基金会;

关键词：

affine variational inequality; linear complementarity; error bound; matrix splitting; linear convergence;

D O I：

10.1137/0802004

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Consider the affine variational inequality problem. It is shown that the distance to the solution set from a feasible point near the solution set can be bounded by the norm of a natural residual at that point. This bound is then used to prove linear convergence of a matrix splitting algorithm for solving the symmetric case of the problem. This latter result improves upon a recent result of Luo and Tseng that further assumes the problem to be monotone.

引用

页码：43 / 54

页数：12

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