A new double projection algorithm for variational inequalities

作者：Yiran He

来源：Journal of Computational and Applied Mathematics, 2006, 185(1): 166-173.

• Variational inequalities
• Projection algorithm
• Armijo linesearch

We present a modification of a double projection algorithm proposed by Solodov and Svaiter for solving variational inequalities. The main modification is to use a different Armijo-type linesearch to obtain a hyperplane strictly separating current iterate from the solutions of the variational inequalities. Our method is proven to be globally convergent under very mild assumptions. If in addition a certain error bound holds, we analyze the convergence rate of the iterative sequence. We use numerical experiments to compare our method with that proposed by Solodov and Svaiter.

• 出版日期2006-1-1