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A new method for a class of linear variational inequalities
Authors:He  Bingsheng
Affiliation:(1) Department of Mathematics, University of Nanjing, 210008 Nanjing, China
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.
Keywords:Linear variational inequality  Linear complementarity problem  Projection
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