On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities (Q888313)

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On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities
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    On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities (English)
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    30 October 2015
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    The paper presents theoretical results on the iteration complexity and convergence of a class of proximal-based decomposition methods for monotone variational inequalities. The authors prove that the \(\epsilon\)-optimality condition and relative error have \({\mathcal O }(1/t)\) iteration complexity.
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    variational inequality
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    proximal point algorithm
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    iteration complexity
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    relative error
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    convergence rate
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    error bound
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