A new method for a class of linear variational inequalities |
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Authors: | He Bingsheng |
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Affiliation: | (1) Department of Mathematics, University of Nanjing, 210008 Nanjing, China |
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Abstract: | In this paper we introduce a new iterative scheme for the numerical solution of a class of linear variational inequalities. Each iteration of the method consists essentially only of a projection to a closed convex set and two matrix-vector multiplications. Both the method and the convergence proof are very simple.This work is supported by the National Natural Science Foundation of the P.R. China and NSF of Jiangsu. |
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Keywords: | Linear variational inequality Linear complementarity problem Projection |
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