A Posteriori Error Bounds for the Linearly-Constrained Variational Inequality Problem

Jong-Shi Pang
Jong-Shi Pang
School of Management, University of Texas at Dallas, Box 830688, Richardson, Texas 75083-0688
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School of Management, University of Texas at Dallas, Box 830688, Richardson, Texas 75083-0688

Published Online:1 Aug 1987https://doi.org/10.1287/moor.12.3.474

Abstract

In this paper, we derive a posteriori error bound of an approximate solution to a linearly-constrained variational inequality problem. Three measures of error are used, with each depending on a particular characterization of an exact solution and related to a certain class of iterative methods.

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cover image Mathematics of Operations Research

Volume 12, Issue 3

August 1987

Pages 377-568

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Published Online:August 01, 1987

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Jong-Shi Pang, (1987) A Posteriori Error Bounds for the Linearly-Constrained Variational Inequality Problem. Mathematics of Operations Research 12(3):474-484.

https://doi.org/10.1287/moor.12.3.474

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A Posteriori Error Bounds for the Linearly-Constrained Variational Inequality Problem

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Volume 12, Issue 3

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