Generalized Descent Methods for Asymmetric Systems of Equations and Variational Inequalities
We consider generalizations of the steepest descent algorithm for solving asymmetric systems of equations. We first show that if the system is linear and is defined by a matrix M, then the method converges if M2 is positive definite. We also establish easy to verify conditions on the matrix M that e...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5331 |