Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5201| Title: | On the Convergence of Classical Variational Inequality Algorithms |
| Issue Date: | 9-Oct-2013 |
| Publisher: | Massachusetts Institute of Technology, Operations Research Center |
| Description: | In this paper, we establish global convergence results for projection and relaxation algorithms for solving variational inequality problems, and for the Frank-Wolfe algorithm for solving convex optimization problems defined over general convex sets. The analysis rests upon the condition of f-monotonicity,which we introduced in a previous paper, and which is weaker than the traditional strong monotonicity condition. As part of our development, we provide a new interpretation of a norm condition typically used for establishing convergence of linearization schemes. Applications of our results arize in uncongested as well as congested transportation networks. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
| Other Identifiers: | http://hdl.handle.net/1721.1/5201 |
| Appears in Collections: | MIT Items |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.