Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis

DOI10.1016/j.apnum.2019.08.008zbMath1432.90150MaRDI QIDQ2010228

Deren Han, Ke Guo

Publication date: 27 November 2019

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2019.08.008

zbMATH Keywords

variational inequality; linear convergence; worst-case convergence rate; nonsymmetric proximal point algorithm

Mathematics Subject Classification ID

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90C51: Interior-point methods