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Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities.
- Source :
-
Journal of Optimization Theory & Applications . Oct2011, Vol. 151 Issue 1, p52-63. 12p. - Publication Year :
- 2011
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 151
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 65548352
- Full Text :
- https://doi.org/10.1007/s10957-011-9873-8