On the Iteration Complexity of Some Projection Methods for Monotone Linear Variational Inequalities

Projection type methods are among the most important methods for solving monotone linear variational inequalities. In this note, we analyze the iteration complexity for two projection methods and accordingly establish their worst-case O(1/t) convergence rates measured by the iteration complexity in both the ergodic and nonergodic senses, where t is the iteration counter. Our analysis does not require any error bound condition or the boundedness of the feasible set, and it is scalable to other methods of the same kind.

Article

Download

View On the Iteration Complexity of Some Projection Methods for Monotone Linear Variational Inequalities