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

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}