Mathematical Programming

, Volume 66, Issue 1–3, pp 137–144 | Cite as

A new method for a class of linear variational inequalities

  • Bingsheng He
Article

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.

Keywords

Linear variational inequality Linear complementarity problem Projection 

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Copyright information

© The Mathematical Programming Society, Inc. 1994

Authors and Affiliations

  • Bingsheng He
    • 1
  1. 1.Department of MathematicsUniversity of NanjingNanjingChina

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