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A Posteriori Error Bounds for the Linearly-Constrained Variational Inequality Problem

Jong-Shi Pang

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Source: Crossref

Published: Aug 1, 1987

DOI: 10.1287/moor.12.3.474

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Source abstract

In this paper, we derive a posteriori error bound of an approximate solution to a linearly-constrained variational inequality problem. Three measures of error are used, with each depending on a particular characterization of an exact solution and related to a certain class of iterative methods.

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