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Modified extragradient methods for solving variational inequalities

✍ Scribed by Abdellah Bnouhachem; M.H. Xu; Xiao-Ling Fu; Sheng Zhaohan


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
535 KB
Volume
57
Category
Article
ISSN
0898-1221

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✦ Synopsis


In this paper, we propose two methods for solving variational inequalities. In the first method, we modified the extragradient method by using a new step size while the second method can be viewed as an extension of the first one by performing an additional projection step at each iteration and another optimal step length is employed to reach substantial progress in each iteration. Under certain conditions, the global convergence of two methods is proved. Preliminary numerical experiments are included to illustrate the efficiency of the proposed methods.


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