Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
From MaRDI portal
Publication:4018384
DOI10.1137/0802004zbMath0777.49010OpenAlexW1982325686MaRDI QIDQ4018384
Publication date: 16 January 1993
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/3211
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Some recent advances in projection-type methods for variational inequalities, An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems, On the range of the pseudomonotone second-order cone linear complementarity problem, Error bounds for the solution sets of generalized polynomial complementarity problems, Error bounds for the solution sets of quadratic complementarity problems, New improved error bounds for the linear complementarity problem, Error bounds for analytic systems and their applications, Error bounds for inconsistent linear inequalities and programs, On conic QPCCs, conic QCQPs and completely positive programs, On the convergence of projection methods: Application to the decomposition of affine variational inequalities, A parallel relaxation method for quadratic programming problems with interval constraints, On linear convergence of iterative methods for the variational inequality problem, Descent methods with linesearch in the presence of perturbations, On homogeneous and self-dual algorithms for LCP, Error estimates and Lipschitz constants for best approximation in continuous function spaces, Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines, Error bounds in mathematical programming, Affine variational inequalities on normed spaces, Convergence analysis of perturbed feasible descent methods, Condition numbers for polyhedra with real number data, CKV-type \(B\)-matrices and error bounds for linear complementarity problems, Exact computation of an error bound for the balanced linear complementarity problem with unique solution, The boosted DC algorithm for linearly constrained DC programming, New error bounds for linear complementarity problems of \(\Sigma \)-SDD matrices and \(SB\)-matrices, DC auxiliary principle methods for solving lexicographic equilibrium problems, Robust error bounds for uncertain convex inequality systems with applications, Local Error Bounds for Affine Variational Inequalities on Hilbert Spaces, Stability analysis of one stage stochastic mathematical programs with complementarity constraints, Convergence of the projection and contraction methods for solving bilevel variational inequality problems, Error bounds and a condition number for the absolute value equations, Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification, On a solution method in indefinite quadratic programming under linear constraints, An LPCC approach to nonconvex quadratic programs, The Glowinski-Le Tallec splitting method revisited in the framework of equilibrium problems in Hilbert spaces, Error bound and isocost imply linear convergence of DCA-based algorithms to D-stationarity, A class of Dantzig-Wolfe type decomposition methods for variational inequality problems, Linear convergence of a type of iterative sequences in nonconvex quadratic programming, Error bounds for affine variational inequalities with second-order cone constraints, On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization, On the pervasiveness of difference-convexity in optimization and statistics, A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property, Block monotone iterative algorithms for variational inequalities with nonlinear operators, The convergence rate analysis of the symmetric ADMM for the nonconvex separable optimization problems, Local linear convergence of an ADMM-type splitting framework for equality constrained optimization, On a global projection-type error bound for the linear complementarity problem, Global error bounds for monotone affine variational inequality problems, Complementary problems with polynomial data, On a global error bound for a class of monotone affine variational inequality problems, Weighted max-norm estimate of additive schwarz methods for solving nonlinear complementarity problems, On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions, A coordinate gradient descent method for nonsmooth separable minimization, SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality, Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems., Unnamed Item, A matrix-splitting method for symmetric affine second-order cone complementarity problems, Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs, A new relative error criterion for the proximal point algorithm, Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems, A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training, Convergence properties of Dikin's affine scaling algorithm for nonconvex quadratic minimization, A splitting method for quadratic programming problem, Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems, Kurdyka-Łojasiewicz property of zero-norm composite functions, Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods, Error bounds for non-polyhedral convex optimization and applications to linear convergence of FDM and PGM, Unified framework of extragradient-type methods for pseudomonotone variational inequalities., Sufficient conditions for error bounds of difference functions and applications, Linear Convergence of the Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems, A MULTIPLICATIVE SCHWARZ ALGORITHM FOR THE NONLINEAR COMPLEMENTARITY PROBLEM WITH ANM-FUNCTION, A new error bound for linear complementarity problems with weakly chained diagonally dominant \(B\)-matrices, Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results, The linear complementarity problem as a separable bilinear program, Level-set subdifferential error bounds and linear convergence of Bregman proximal gradient method, Preconditioned proximal point methods and notions of partial subregularity, Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems, On M-stationary points for mathematical programs with equilibrium constraints, On the Global Linear Convergence of the ADMM with MultiBlock Variables, On the Convergence Rate of Inexact Majorized sGS ADMM with Indefinite Proximal Terms for Convex Composite Programming, Block monotone iterative methods for elliptic variational inequalities., Error bounds and convergence analysis of feasible descent methods: A general approach, Error bounds and strong upper semicontinuity for monotone affine variational inequalities, Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem, On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP, Nonlinear complementarity as unconstrained and constrained minimization, Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis
