A NEW METHOD FOR A CLASS OF LINEAR VARIATIONAL-INEQUALITIES

被引:144
作者
HE, BS
机构
[1] Department of Mathematics, University of Nanjing, Nanjing
关键词
LINEAR VARIATIONAL INEQUALITY; LINEAR COMPLEMENTARITY PROBLEM; PROJECTION;
D O I
10.1007/BF01581141
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper we introduce a new iterative scheme for the numerical solution of a class of linear variational inequalities. Each iteration of the method consists essentially only of a projection to a closed convex set and two matrix-vector multiplications. Both the method and the convergence proof are very simple.
引用
收藏
页码:137 / 144
页数:8
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