On the convergence of descent methods for monotone variational inequalities

Authors:
M. Patriksson
Affiliations:
Department of Mathematics, Linköping Institute of Technology, Linköping, Sweden
Venue:
Operations Research Letters
Year:
1994

Citing 6
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Abstract

Recently, Zhu and Marcotte (1993) established the convergence of a modified descent algorithm for monotone variational inequalities. Using algorithmic equivalence results due to Patriksson (1993) and Larsson and Patriksson (1994), we show that this convergence result may be used to established the convergence of slightly modified versions of the classical successive approximation algorithms of Dafermos (1983) and Cohen (1988), and of the descent algorithms of Wu et al. (1993), Patriksson (1993) and Larsson and Patriksson (1994), under assumptions that are both much milder and much easier to verify than those for their original statements.