Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems

@article{Monteiro2012IterationComplexityOA,
  title={Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems},
  author={Renato D. C. Monteiro and Benar Fux Svaiter},
  journal={SIAM Journal on Optimization},
  year={2012},
  volume={22},
  pages={914-935}
}
In a recent paper by Monteiro and Svaiter, a hybrid proximal extragradient (HPE) framework has been used to study the iteration-complexity of a first-order (or, in the context of optimization, second-order) method for solving monotone nonlinear equations. The purpose of this paper is to extend this analysis to study a prox-type first-order method for monotone smooth variational inequalities and inclusion problems consisting of the sum of a smooth monotone map and a maximal monotone point-to-set… CONTINUE READING
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Implementation of a block - decomposition algorithm for solving large - scale conic semidefinite programming problems

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