On the convergence of projection methods: Application to the decomposition of affine variational inequalities
From MaRDI portal
Publication:1897456
We first discuss the global convergence of symmetric projection methods for solving nonlinear monotone variational inequalities under a cocoercivity assumption. A similar analysis is applied to asymmetric projection methods, when the mapping is affine and monotone. Under a suitable choice of the projection matrix, decomposition can be achieved. It is proved that this scheme achieves a linear convergence rate, thus enhancing results previously obtained by \textit{P. Tseng} [SIAM J. Control Optimization 29, No. 1, 119-138 (1991; Zbl 0737.90048)] and \textit{Z.-Q. Luo} and \textit{P. Tseng} [SIAM J. Optim. 2, No. 1, 43-54 (1992; Zbl 0777.49010)].
Recommendations
- scientific article; zbMATH DE number 832183
- On the convergence rate of two projection methods for variational inequalities in \(\mathbb{R}^ n\)
- Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming
- New decomposition methods for solving variational inequality problems.
- A proximal decomposition algorithm for variational inequality problems.
Cites work
- An iterative scheme for variational inequalities
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming
- Generalized Descent Methods for Asymmetric Systems of Equations
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 51132 (Why is no real title available?)
- Iterative methods for variational and complementarity problems
- Modified descent methods for solving the monotone variational inequality problem
- Transit Equilibrium Assignment: A Model and Solution Algorithms
Cited in
(46)- Long-step primal path-following algorithm for monotone variational inequality problems
- Extended projection methods for monotone variational inequalities
- Solvability theory and projection methods for a class of singular variational inequalities: Elastostatic unilateral contact applications
- Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities
- A modified projection algorithm for large strictly-convex quadratic programs
- A class of new iterative methods for general mixed variational inequalities
- An iterative method for general mixed variational inequalities
- The Glowinski-Le Tallec splitting method revisited in the framework of equilibrium problems in Hilbert spaces
- On variable-step relaxed projection algorithm for variational inequalities
- Solving variational inequality and fixed point problems by line searches and potential optimization
- Role of twice Fréchet-differentiable mappings in general auxiliary problem principle
- Strict feasibility conditions in nonlinear complementarity problems
- Iterative methods for generalized variational inequalities
- Some recent advances in projection-type methods for variational inequalities
- Nonlinear implicit variational inequalities involving partially relaxed pseudomonotone mappings
- Solving non-additive traffic assignment problems: a descent method for co-coercive variational inequalities
- New classes of generalized monotonicity
- Convergence analysis of a projection algorithm for variational inequality problems
- A modified two-layer iteration via a boundary point approach to generalized multivalued pseudomonotone mixed variational inequalities
- Preconditioning methods for solving a general split feasibility problem
- Benders decomposition for a class of variational inequalities
- On the finite convergence of Newton-type methods for \(P_{0}\) affine variational inequalities
- Global bounds for the distance to solutions of co-coercive variational inequalities
- A modified descent method for co-coercive variational inequalities
- A new convergence theorem of a projection algorithm with variable steps for variational inequalities
- From the projection and contraction methods for variational inequalities to the splitting contraction methods for convex optimization
- Strong convergence for an iterative method for the triple-hierarchical constrained optimization problem
- scientific article; zbMATH DE number 832183 (Why is no real title available?)
- REGULARITY RESULTS FOR TIME-DEPENDENT VARIATIONAL AND QUASI-VARIATIONAL INEQUALITIES AND APPLICATION TO THE CALCULATION OF DYNAMIC TRAFFIC NETWORK
- On general variable-step relaxed projection method for strongly quasivariational inequalities
- Local convergence behavior of some projection-type methods for affine variational inequalities
- A class of projection-contraction methods applied to monotone variational inequalities
- A predictor-corrector algorithm for general variational inequalities
- Solvability of multivalued general mixed variational inequalities.
- A new class of iterative algorithms for approximation-solvability of nonlinear variational inequalities
- Projection methods, algorithms, and a new system of nonlinear variational inequalities
- Convergence of the projection and contraction methods for solving bilevel variational inequality problems
- Bregman-Golden ratio algorithms for variational inequalities
- Models and Software for Urban and Regional Transportation Planning: The Contributions of the Center for Research on Transportation
- Some Goldstein's type methods for co-coercive variant variational inequalities
- Three-operator splitting for learning to predict equilibria in convex games
- Pre-conditioning CQ algorithm for solving the split feasibility problem and its application to image restoration problem
- Iterative algorithms for solving generalized nonlinear mixed variational inequalities
- Backward inertial modification of the Bregman golden ratio algorithm for solving variational inequalities
- Linear convergence of resolvent splitting with minimal lifting and its application to a primal–dual algorithm
- Weak co-coercivity and its applications in several algorithms for solving variational inequalities
This page was built for publication: On the convergence of projection methods: Application to the decomposition of affine variational inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1897456)
