On the iteration complexity of some projection methods for monotone linear variational inequalities

DOI10.1007/S10957-016-1051-6MaRDI QIDQ2397469zbMATH OpenOpenAlexFDO

Authors Caihua Chen, Xiaoling Fu, Bingsheng He, Xiaoming Yuan

Publication date 22 May 2017

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-016-1051-6

zbMATH Keywords

convergence rateiteration complexityprojection methodslinear variational inequality

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 51132 (Why is no real title available?)
• scientific article; zbMATH DE number 3494173 (Why is no real title available?)
• scientific article; zbMATH DE number 3534286 (Why is no real title available?)
• scientific article; zbMATH DE number 844464 (Why is no real title available?)
• A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
• A new method for a class of linear variational inequalities
• Dual extrapolation and its applications to solving variational inequalities and related problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Gradient methods for minimizing composite functions
• Modified Projection-Type Methods for Monotone Variational Inequalities
• On some non-linear elliptic differential functional equations
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Solving a class of linear projection equations

Cited in

(4)

• Projection and contraction method for the valuation of American options under regime switching
• New projection-type methods for monotone LCP with finite termination
• Iteration complexity of generalized complementarity problems
• Convergence rate analysis of iteractive algorithms for solving variational inequality problems

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