On the Linear Convergence of PC-Method for a Class of Linear Variational Inequalities

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Abstract

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.

Keywords:

Affine variational inequality Projection and contraction method Linear convergence.
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On the Linear Convergence of PC-Method for a Class of Linear Variational Inequalities. (1999). Journal of Computational Mathematics, 17(2), 199-208. https://www.global-sci.com/index.php/JCM/article/view/15589