Long-Step Primal Path-Following Algorithm for Monotone Variational Inequality Problems1,2

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Abstract

In this paper, we present a long-step primal path-following algorithm and prove its global convergence under usual assumptions. It is seen that the short-step algorithm is a special case of the long-step algorithm for a specific selection of the parameters and the initial solution. Our theoretical result indicates that the long-step algorithm is more flexible. Numerical results indicate that the long-step algorithm converges faster than the short-step algorithm.

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