ON THE LINEAR CONVERGENCE OF PC-METHOD FOR ACLASS OF LINEAR VARIATIONAL INEQUALITIES  

ON THE LINEAR CONVERGENCE OF PC-METHOD FOR A CLASS OF LINEAR VARIATIONAL INEQUALITIES

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作  者:Nai-hua Xiu(Department of Mathematics, Nothern Jiaotong University, Beijing 100044, China Instituteof Applied Mathematics, Chinese Academy Of Sciences, Beijing 100080, China) 

出  处:《Journal of Computational Mathematics》1999年第2期199-208,共10页计算数学(英文)

摘  要:This paper studies the linear convergence properties of a class of the projection and contraction methods for the affine variational inequalities, and proposes a necessary and sufficient condition under which PC-Method has a globally linear convergence rate.This paper studies the linear convergence properties of a class of the projection and contraction methods for the affine variational inequalities, and proposes a necessary and sufficient condition under which PC-Method has a globally linear convergence rate.

关 键 词:affine variational inequality projection and contraction method linear convergence 

分 类 号:O241[理学—计算数学]

 

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