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

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• 作者：X. P. Kou ; S. J. Li
• 关键词：Variational inequalities ; Operator splitting method ; Convergence rate
• 刊名：Optimization Letters
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：11
• 期：1
• 页码：71-80
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Optimization; Operation Research/Decision Theory; Computational Intelligence; Numerical and Computational Physics, Simulation;
• 出版者：Springer Berlin Heidelberg
• ISSN：1862-4480
• 卷排序：11

文摘

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 convergence rate of the operator splitting method in non-ergodic sense.