Averaging Schemes for Solving Fived Point and Variational Inequality Problems
Author(s)Magnanti, Thomas L.; Perakis, Georgia
We develop and study averaging schemes for solving fixed point and variational inequality problems. Typically, researchers have established convergence results for solution methods for these problems by establishing contractive estimates for their algorithmic maps. In this paper, we establish global convergence results using nonexpansive estimates. After first establishing convergence for a general iterative scheme for computing fixed points, we consider applications to projection and relaxation algorithms for solving variational inequality problems and to a generalized steepest descent method for solving systems of equations. As part of our development, we also establish a new interpretation of a norm condition typically used for establishing convergence of linearization schemes, by associating it with a strong-f-monotonicity condition. We conclude by applying our results to transportation networks.
Massachusetts Institute of Technology, Operations Research Center
Operations Research Center Working Paper;OR 296-94