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The Analytic Center Quadratic Cut Method (ACQCM) for
Strongly Monotone Variational Inequality Problems

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Hans-Jakob L\"uthi, Benno B\"ueler

For strongly monotone variational inequality problems (VIP)
convergence of an algorithm is investigated which, at each iteration,
adds a quadratic cut through the analytic center of the subsequently
shrinking convex body. It is shown that the sequence of analytic
centers converges to the unique solution at ${\cal O}(1/\sqrt{k})$.

Institute for Operations Research, ETH Zurich
March 1998

Contact: {luethi, bueeler}@ifor.math.ethz.ch