Error bound and convergence analysis of matrix splitting algorithms for the affine variational inequality problem
作者： Zhi-Quan Luo , Paul Tseng
DOI: 10.1137/0802004
关键词:
摘要: … Let X* denote the set of solutions of the affine variational inequality problem (1.1), which we … the connected components of X* and the behaviour of f over these connected components. …
core.ac.uk
aip.org
sci-hub.se 参考文章(27)
A. Auslender, Optimisation : méthodes numériques Masson. ,(1976)
John N. Tsitsiklis, Dimitri P. Bertsekas, Parallel and Distributed Computation: Numerical Methods ,(1989)
Jong-Shi Pang, A posteriori error bounds for the linearly-constrained varitional inequality problem Mathematics of Operations Research. ,vol. 12, pp. 474- 484 ,(1987) , 10.1287/MOOR.12.3.474
R.W. Cottle, J.-S. Pang, V. Venkateswaran, Sufficient matrices and the linear complementarity problem Linear Algebra and its Applications. ,vol. 114, pp. 231- 249 ,(1989) , 10.1016/0024-3795(89)90463-1
O. L. Mangasarian, T.-H. Shiau, Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems SIAM Journal on Control and Optimization. ,vol. 25, pp. 583- 595 ,(1987) , 10.1137/0325033
Jong-Shi Pang, Richard W. Cottle, Richard E. Stone, The Linear Complementarity Problem ,(1992)
Richard W. Cottle, George B. Dantzig, COMPLEMENTARY PIVOT THEORY OF MATHEMATICAL PROGRAMMING Linear Algebra and its Applications. ,vol. 1, pp. 103- 125 ,(1967) , 10.1016/0024-3795(68)90052-9
J. S. Pang, On the convergence of a basic iterative method for the implicit complementarity problem Journal of Optimization Theory and Applications. ,vol. 37, pp. 149- 162 ,(1982) , 10.1007/BF00934765
O. L. Mangasarian, Convergence of Iterates of an Inexact Matrix Splitting Algorithm for the Symmetric Monotone Linear Complementarity Problem Siam Journal on Optimization. ,vol. 1, pp. 114- 122 ,(1991) , 10.1137/0801009
J. S. Pang, More results in the convergence of iterative methods for the symetric linear complementarity problem Journal of Optimization Theory and Applications. ,vol. 49, pp. 107- 134 ,(1986) , 10.1007/BF00939250