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.
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页码：71 / 80
页数：10
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