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 language | English (US) |
|---|---|
| Pages (from-to) | 159-165 |
| Number of pages | 7 |
| Journal | Operations Research Letters |
| Volume | 11 |
| Issue number | 3 |
| DOIs | |
| State | Published - 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