On non-ergodic convergence rate of the operator splitting method for a class of variational inequalities

被引：2
|
作者：
Kou, X. P. [1 ]
Li, S. J. [1 ]
机构：
[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China
来源：
OPTIMIZATION LETTERS | 2017年 / 11卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Variational inequalities; Operator splitting method; Convergence rate; PROXIMAL POINT ALGORITHM;
D O I：
10.1007/s11590-015-0986-0
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we investigate an operator splitting method for solving variational inequalities with partially unknown mappings. According to the global convergence of the operator splitting method, which has been established by Han et al. (Numer Math 111:207-237, 2008), we get the O(1/t) convergence rate of the operator splitting method in non-ergodic sense.
引用
收藏
页码：71 / 80
页数：10
相关论文
共 50 条
  • [41] L2-Decay rate for non-ergodic Jackson network
    Huihui Cheng
    Yonghua Mao
    Frontiers of Mathematics in China, 2014, 9 : 1033 - 1049
  • [42] A STATISTICAL-THEORY OF RATE CONSTANTS IN NON-ERGODIC SYSTEMS - COMMENT
    DELEON, N
    BERNE, BJ
    JOURNAL OF CHEMICAL PHYSICS, 1982, 76 (10): : 5187 - 5188
  • [43] L 2-Decay rate for non-ergodic Jackson network
    Cheng, Huihui
    Mao, Yonghua
    FRONTIERS OF MATHEMATICS IN CHINA, 2014, 9 (05) : 1033 - 1049
  • [44] On the Second-Order Coding Rate of Non-Ergodic Fading Channels
    MolavianJazi, Ebrahim
    Laneman, J. Nicholas
    2013 51ST ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2013, : 583 - 587
  • [45] CONVERGENCE OF THE SOLUTION METHOD FOR VARIATIONAL-INEQUALITIES
    PANIN, VM
    ALEKSANDROVA, VM
    CYBERNETICS AND SYSTEMS ANALYSIS, 1994, 30 (03) : 463 - 466
  • [46] Convergence analysis of projection method for variational inequalities
    Shehu, Yekini
    Iyiola, Olaniyi S.
    Li, Xiao-Huan
    Dong, Qiao-Li
    COMPUTATIONAL & APPLIED MATHEMATICS, 2019, 38 (04):
  • [47] Convergence analysis of projection method for variational inequalities
    Yekini Shehu
    Olaniyi S. Iyiola
    Xiao-Huan Li
    Qiao-Li Dong
    Computational and Applied Mathematics, 2019, 38
  • [48] Convergence of the Modified Extragradient Method for Variational Inequalities with Non-Lipschitz Operators
    Denisov S.V.
    Semenov V.V.
    Chabak L.M.
    Cybernetics and Systems Analysis, 2015, 51 (05) : 757 - 765
  • [49] Self-adaptive operator splitting methods for monotone variational inequalities
    Bingsheng He
    Li-Zhi Liao
    Shengli Wang
    Numerische Mathematik, 2003, 94 : 715 - 737
  • [50] Self-adaptive operator splitting methods for monotone variational inequalities
    He, BS
    Liao, LZ
    Wang, SL
    NUMERISCHE MATHEMATIK, 2003, 94 (04) : 715 - 737
12345