Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities

Shu Lu () and Sudhanshu Singh ()
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Shu Lu: University of North Carolina at Chapel Hill
Sudhanshu Singh: University of North Carolina at Chapel Hill

Journal of Optimization Theory and Applications, 2011, vol. 151, issue 1, No 4, 52-63

Abstract: Abstract This paper considers an outer approximation projection method for variational inequalities, in which the projections are not performed on the original set that appears in the variational inequality, but on a polyhedral convex set defined by the linearized constraints. It shows that the method converges linearly, when the starting point is sufficiently close to the solution and the step lengths are sufficiently small.

Keywords: Variational inequality; Projection method; Outer approximation; Local convergence (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10957-011-9873-8

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