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}@ifor.math.ethz.ch