On a global error bound for a class of monotone affine variational inequality problems

Zhi Quan Luo, Paul Tseng

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

We give, for a class of monotone affine variational inequality problems, a simple characterization of when a certain residual function provides a bound on the distance from any feasible point to the solution set. This result has implications on the global linear convergence of a certain projection algorithm and of matrix splitting algorithms using regular splitting.

Original languageEnglish (US)
Pages (from-to)159-165
Number of pages7
JournalOperations Research Letters
Volume11
Issue number3
DOIs
StatePublished - Apr 1992

Bibliographical note

Funding Information:
* The research of the first author is supported by the Natural Sciences and Engineering Research Council of Canada, Grant No. OPG0090391. Correspondence to: Paul Tseng, Department of Mathematics, GN-50, University of Washington, Seattle, WA 98195, USA.

Keywords

  • LCP
  • affine variational inequality
  • global error bound
  • global linear convergence

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