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A two-stage prediction–correction method for solving monotone variational inequalities

✍ Scribed by Xiaoling Fu

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
196 KB
Volume
214
Category
Article
ISSN
0377-0427

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✦ Synopsis

In this paper, we present a two-stage prediction-correction method for solving monotone variational inequalities. The method generates the two predictors which should satisfy two acceptance criteria. We also enhance the method with an adaptive rule to update prediction step size which makes the method more effective. Under mild assumptions, we prove the convergence of the proposed method. Our proposed method based on projection only needs the function values, so it is practical and the computation load is quite tiny. Some numerical experiments were carried out to validate its efficiency and practicality.

📜 SIMILAR VOLUMES

An improved prediction–correction method
An improved prediction–correction method for monotone variational inequalities with separable operators
✍ M.H. Xu; J.L. Jiang; B. Li; B. Xu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 739 KB

In this paper we study the variational inequality problems with a particular splitting structure, in which the mapping F does not have an explicit form and only its function values can be employed in the numerical methods for solving such problems. Studies and applications of such problems can be fo