On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities (Q888313)
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English | On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities |
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On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities (English)
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30 October 2015
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The paper presents theoretical results on the iteration complexity and convergence of a class of proximal-based decomposition methods for monotone variational inequalities. The authors prove that the \(\epsilon\)-optimality condition and relative error have \({\mathcal O }(1/t)\) iteration complexity.
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variational inequality
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proximal point algorithm
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iteration complexity
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relative error
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convergence rate
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error bound
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