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dc.contributor.authorTseng, P.
dc.contributor.authorSolodov, Mikhail
dc.description.abstractWe 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.subjectlinear convergenceen
dc.subjecterror bounden
dc.subjectprojection type methodsen
dc.subjectmonotone variational inequalitiesen
dc.titleModified Projection-Type Methods for Monotone Variational Inequalitiesen
dc.typeTechnical Reporten

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

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