A new method for a class of linear variational inequalities
type: Item
instance of: scholarly article
title: A new method for a class of linear variational inequalities
zbMATH Open document ID: 0813.49009
DOI: 10.1007/BF01581141
published in: Mathematical Programming. Series A. Series B
publication date: 1995-05-28T00:00:00Z
review text: The author considers a class of linear variational inequalities of the form \[ u\in \Omega(\nu- u)^ T (Mu+ q)\geq 0,\quad\text{for all }\nu\in \Omega, \] where \(M\) is a positive semidefinite matrix, \(q\in \mathbb{R}^ n\) and \(\Omega\subset \mathbb{R}^ n\) is a closed convex set. A new iteration scheme for the numerical solution of this problem is given. Each iteration of this method consists only of a projection to a convex set and two matrix-vector multiplications.
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 700801
zbMATH Keywords: linear variational inequalities
zbMATH Keywords: iteration scheme
author: Bingsheng He
reviewed by: Hans Benker
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 700801