Modified Projection-Type Methods for Monotone Variational Inequalities
Abstract
We propose new methods for solving the variational inequality problem where the underlying function F is monotone. These methods may be viewed as projection-type methods in which the projection direction is modified by a strongly monotone mapping of the form I-?F or, if F is affine with underlying matrix M, of the form I+?M^T, with ? ? (0,?). We show that these methods are globally convergent and, if in addition a certain error bound based on the natural residual holds locally, the convergence in linear. Computational experience with the new methods is also reported.
Subject
linear convergence
error bound
projection type methods
monotone variational inequalities
Permanent Link
http://digital.library.wisc.edu/1793/64526Type
Technical Report
Citation
94-04