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Convergence Conditions for Variational Inequality Algorithms

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dc.creator Magnanti, Thomas L.
dc.creator Perakis, Georgia
dc.date 2004-05-28T19:32:54Z
dc.date 2004-05-28T19:32:54Z
dc.date 1993-10
dc.date.accessioned 2013-10-09T02:38:59Z
dc.date.available 2013-10-09T02:38:59Z
dc.date.issued 2013-10-09
dc.identifier http://hdl.handle.net/1721.1/5308
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/1721
dc.description Within the extensive variational inequality literature, researchers have developed many algorithms. Depending upon the problem setting, these algorithms ensure the convergence of (i) the entire sequence of iterates, (ii) a subsequence of the iterates, or (iii) averages of the iterates. To establish these convergence results, the literature repeatedly invokes several basic convergence theorems. In this paper, we review these theorems and a few convergence results they imply, and introduce a new result, called the orthogonality theorem, for establishing the convergence of several algorithms for solving a certain class of variational inequalities. Several of the convergence results impose a condition of strong-f-monotonicity on the problem function. We also provide a general overview of the properties of strong-f-monotonicity, including some new results (for example, the relationship between strong-f-monotonicity and convexity).
dc.format 1928938 bytes
dc.format application/pdf
dc.language en_US
dc.publisher Massachusetts Institute of Technology, Operations Research Center
dc.relation Operations Research Center Working Paper;OR 282-93
dc.title Convergence Conditions for Variational Inequality Algorithms
dc.type Working Paper


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