A new modified Goldstein-Levitin-Polyakprojection method for variational inequality problems
β Scribed by Derek Han; Wenyu Sun
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 528 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0898-1221
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β¦ Synopsis
In this paper, we first show that the adjustment parameter in the step size choice strategy of the modified Goldstein-Levitin-Polyak projection method proposed by He et al. for asymmetric strongly monotone variational inequality problems can be bounded away from zero by a positive constant. Under this observation, we propose a new step size rule which seems to be more practical and robust than the original one. We show that the new modified method is globally convergent under the same conditions and report some computational results to illustrate the method. @
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