On a global error bound for a class of monotone affine variational inequality problems

Authors:
Zhi-Quan Luo;Paul Tseng
Affiliations:
Room 225/CRL, Department of Electrical and Computer Engineering, McMaster University, Hamilton, Ontario, L8S 4L7, Canada;Department of Mathematics, GN-50, University of Washington, Seattle, WA 98195, USA
Venue:
Operations Research Letters
Year:
1992

Citing 6
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Abstract

We give, for a class of monotone affine variational inequality problems, a simple characterization of when a certain residual function provides a bound on the distance from any feasible point to the solution set. This result has implications on the global linear convergence of a certain projection algorithm and of matrix splitting algorithms using regular splitting.