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

Zhi Quan Luo; Paul Tseng

doi:10.1016/0167-6377(92)90080-M

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

Zhi Quan Luo
, Paul Tseng

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

24 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 language	English (US)
Pages (from-to)	159-165
Number of pages	7
Journal	Operations Research Letters
Volume	11
Issue number	3
DOIs	https://doi.org/10.1016/0167-6377(92)90080-M
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

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10.1016/0167-6377(92)90080-M

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title = "On a global error bound for a class of monotone affine variational inequality problems",

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.",

keywords = "LCP, affine variational inequality, global error bound, global linear convergence",

author = "Luo, \{Zhi Quan\} and Paul Tseng",

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.",

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AU - Tseng, Paul

N1 - 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.

PY - 1992/4

Y1 - 1992/4

N2 - 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.

AB - 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.

KW - LCP

KW - affine variational inequality

KW - global error bound

KW - global linear convergence

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ER -

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

Abstract

Bibliographical note

Keywords

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