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Zbl 0813.49009
He, Bingsheng
A new method for a class of linear variational inequalities.
(English)
[J] Math. Program. 66, No.2 (A), 137-144 (1994). ISSN 0025-5610; ISSN 1436-4646/e

The author considers a class of linear variational inequalities of the form $$u\in \Omega(\nu- u)\sp T (Mu+ q)\ge 0,\quad\text{for all }\nu\in \Omega,$$ where $M$ is a positive semidefinite matrix, $q\in \bbfR\sp n$ and $\Omega\subset \bbfR\sp n$ is a closed convex set. A new iteration scheme for the numerical solution of this problem is given. Each iteration of this method consists only of a projection to a convex set and two matrix-vector multiplications.
[H.Benker (Merseburg)]
MSC 2000:
*49J40 Variational methods including variational inequalities
90C33 Complementarity problems
65K10 Optimization techniques (numerical methods)

Keywords: linear variational inequalities; iteration scheme

Cited in: Zbl 0938.90054

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