The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems
Hans-Jakob Lüthi, Benno Büeler · SIAM Journal on Optimization · 2000
Convergence of an algorithm for strongly monotone variational inequality problems (VIPs) is investigated. At each iteration, the algorithm adds a quadratic cut through the analytic center of the consequently shrinking convex set. It is shown that the sequence of analytic centers converges to the unique solution in ${\cal O}(1/\sqrt{k})$, where k is the number of iterations.