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Local Convergence Analysis of Projection-Type Algorithms: Unified Approach

N.H. Xiu and J.Z. Zhang
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N.H. Xiu: Northern Jiaotong University
J.Z. Zhang: City University of Hong Kong

Journal of Optimization Theory and Applications, 2002, vol. 115, issue 1, No 12, 230 pages

Abstract: Abstract In this paper, we use a unified approach to analyze the local convergence behavior of a wide class of projection-type methods for solving variational inequality problems. Under certain conditions, it is shown that, in a finite number of iterations, either the sequence of iterates terminates at a solution of the concerned problem or all iterates enter and remain in the relative interior of the optimal face and, hence, the subproblem reduces to a simpler form.

Keywords: Variational inequalities; projection methods; local convergence (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/A:1019637315803

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