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

نویسندگان

  • Shu Lu
  • Sudhanshu Singh
چکیده

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.

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عنوان ژورنال:
  • J. Optimization Theory and Applications

دوره 151  شماره 

صفحات  -

تاریخ انتشار 2011