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

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scientific article; zbMATH DE number 6502467
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    On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities
    scientific article; zbMATH DE number 6502467

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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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