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An improved Goldstein's type method for a class of variant variational inequalities

✍ Scribed by Min Li; Xiao-ming Yuan


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

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✦ Synopsis


This paper aims at presenting an improved Goldstein's type method for a class of variant variational inequalities. In particular, the iterate computed by an existing Goldstein's type method [He, A Goldstein's type projection method for a class of variant variational inequalities J. Comput. Math. 17(4) (1999) [425][426][427][428][429][430][431][432][433][434]. is used to construct a descent direction, and thus the new method generates the new iterate by searching the optimal step size along the descent direction. Some restrictions on the involving functions of the existing Goldstein's type methods are relaxed, while the global convergence of the new method is proved without additional assumptions. The computational superiority of the new method is verified by the comparison to some existing methods.


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