On linear convergence of iterative methods for the variational inequality problem (Q1900764)
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scientific article; zbMATH DE number 808373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On linear convergence of iterative methods for the variational inequality problem |
scientific article; zbMATH DE number 808373 |
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On linear convergence of iterative methods for the variational inequality problem (English)
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23 October 1995
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Some new convergence results for many iterative methods including extragradient, the proximal point, a matrix splitting and certain feasible descent for solving variational inequalities are derived. An extension of these results for general variational inequalities [cf. the reviewer, Appl. Math. Lett. 1, No. 2, 119-122 (1988; Zbl 0655.49005) and J. Optimization Theory Appl. 79, No. 1, 197-206 (1993; Zbl 0799.49010)] is an open problem.
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linear convergence
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error bounds
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extragradient method
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proximal point method
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descent method
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iterative methods
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matrix splitting
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variational inequalities
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