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Local convergence analysis of projection-type algorithms: Unified approach

  • N. H. Xiu
  • , J. Z. Zhang

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

In this paper, we use a unified approach to analyze the local convergence behavior of a wide class of projection-type methods for solving variational inequality problems. Under certain conditions, it is shown that, in a finite number of iterations, either the sequence of iterates terminates at a solution of the concerned problem or all iterates enter and remain in the relative interior of the optimal face and, hence, the subproblem reduces to a simpler form.
© 2002 Plenum Publishing Corporation
Original languageEnglish
Pages (from-to)211-230
JournalJournal of Optimization Theory and Applications
Volume115
Issue number1
DOIs
Publication statusPublished - Oct 2002
Externally publishedYes

Bibliographical note

Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

Funding

This research was partly supported by the National Natural Science Foundation of China Grant 19971002 and by the City University of Hong Kong Strategic Research Grant 7001258.

Research Keywords

  • local convergence
  • projection methods
  • Variational inequalities

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