On the \(O(1/t)\) convergence rate of the LQP prediction-correction method

DOI10.1007/S11590-012-0576-3zbMath1285.65042OpenAlexW2025765965MaRDI QIDQ2439520

Min Li, Haiwen Xu

Publication date: 14 March 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-012-0576-3

zbMATH Keywords

convergence rateprediction-correction methodlogarithmic-quadratic proximal methodstructured variational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15)

Cites Work

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• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• A logarithmic-quadratic proximal method for variational inequalities
• Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• On Preconditioning of Incompressible Non-Newtonian Flow Problems
• A modified alternating direction method for variational inequality problems.

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