Modified Projection-Type Methods for Monotone Variational Inequalities

dc.contributor.author	Tseng, P.
dc.contributor.author	Solodov, Mikhail
dc.date.accessioned	2013-01-25T19:29:22Z
dc.date.available	2013-01-25T19:29:22Z
dc.date.issued	1994-05-24
dc.identifier.citation	94-04	en
dc.identifier.uri	http://digital.library.wisc.edu/1793/64526
dc.description.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.	en
dc.subject	linear convergence	en
dc.subject	error bound	en
dc.subject	projection type methods	en
dc.subject	monotone variational inequalities	en
dc.title	Modified Projection-Type Methods for Monotone Variational Inequalities	en
dc.type	Technical Report	en

Math Prog Technical Reports
Math Prog Technical Reports Archive for the Department of Computer Sciences at the University of Wisconsin-Madison