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Finite convergence analysis and weak sharp solutions for variational inequalities

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Abstract

In this paper, we study the weak sharpness of the solution set of variational inequality problem (in short, VIP) and the finite convergence property of the sequence generated by some algorithm for finding the solutions of VIP. In particular, we give some characterizations of weak sharpness of the solution set of VIP without considering the primal or dual gap function. We establish an abstract result on the finite convergence property for a sequence generated by some iterative methods. We then apply such abstract result to discuss the finite termination property of the sequence generated by proximal point method, exact proximal point method and gradient projection method. We also give an estimate on the number of iterates by which the sequence converges to a solution of the VIP.

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Acknowledgments

This research was funded by the National Plan for Science, Technology and Innovation (MAARIFAH)—King Abdulaziz City for Science and Technology—through the Science & Technology Unit at King Fahd University of Petroleum & Minerals (KFUPM)—the Kingdom of Saudi Arabia, award number 12-MAT3023-24. This paper was completed during the visit of second and third author to the Department of Mathematics & Statistics, KFUPM. Third author also thanks to Tran Thu Trang (UNIMORE) for her encouragement. Finally, authors are also grateful to the referees for their valuable comments and suggestions to improve the previous draft of the paper.

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Correspondence to Qamrul Hasan Ansari.

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Al-Homidan, S., Ansari, Q.H. & Van Nguyen, L. Finite convergence analysis and weak sharp solutions for variational inequalities. Optim Lett 11, 1647–1662 (2017). https://doi.org/10.1007/s11590-016-1076-7

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  • DOI: https://doi.org/10.1007/s11590-016-1076-7

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