A new method for a class of linear variational inequalities (Q1340052)

The author considers a class of linear variational inequalities of the form \[ u\in \Omega(\nu- u)^ T (Mu+ q)\geq 0,\quad\text{for all }\nu\in \Omega, \] where \(M\) is a positive semidefinite matrix, \(q\in \mathbb{R}^ n\) and \(\Omega\subset \mathbb{R}^ n\) is a closed convex set. A new iteration scheme for the numerical solution of this problem is given. Each iteration of this method consists only of a projection to a convex set and two matrix-vector multiplications.