On the Iteration Complexity of Some Projection Methods for Monotone Linear Variational Inequalities

Caihua Chen (), Xiaoling Fu (), Bingsheng He () and Xiaoming Yuan ()
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Caihua Chen: Nanjing University
Xiaoling Fu: Southeast University
Bingsheng He: South University of Science and Technology of China
Xiaoming Yuan: Hong Kong Baptist University

Journal of Optimization Theory and Applications, 2017, vol. 172, issue 3, No 9, 914-928

Abstract: Abstract Projection-type methods are important for solving monotone linear variational inequalities. In this paper, we analyze the iteration complexity of two projection methods and accordingly establish their worst-case sublinear convergence rates measured by the iteration complexity in both the ergodic and nonergodic senses. Our analysis does not require any error bound condition or the boundedness of the feasible set, and it is scalable to other methods of the same kind.

Keywords: Linear variational inequality; Projection methods; Convergence rate; Iteration complexity; 90C33; 90C25; 90C30 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-016-1051-6

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