On linear convergence of iterative methods for the variational inequality problem (Q1900764)

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scientific article; zbMATH DE number 808373
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    On linear convergence of iterative methods for the variational inequality problem
    scientific article; zbMATH DE number 808373

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      On linear convergence of iterative methods for the variational inequality problem (English)
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      23 October 1995
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      Some new convergence results for many iterative methods including extragradient, the proximal point, a matrix splitting and certain feasible descent for solving variational inequalities are derived. An extension of these results for general variational inequalities [cf. the reviewer, Appl. Math. Lett. 1, No. 2, 119-122 (1988; Zbl 0655.49005) and J. Optimization Theory Appl. 79, No. 1, 197-206 (1993; Zbl 0799.49010)] is an open problem.
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      linear convergence
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      error bounds
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      extragradient method
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      proximal point method
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      descent method
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      iterative methods
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      matrix splitting
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      variational inequalities
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