A new extragradient-like method for solving variational inequality problems

作者：Huang, Na; Ma, Changfeng^*; Liu, Zhenggang

来源：Fixed Point Theory and Applications, 2012, 223.

DOI：10.1186/1687-1812-2012-223

• variational inequality problem
• extragradient-like method
• global convergence
• R-linear convergence
• numerical experiment

In this paper, we present a new extragradient-like method for the classical variational inequality problem based on our constructed novel descent direction. Furthermore, we show the global convergence and R-linear convergence rate of the new method under certain conditions. Numerical results also confirm the good theoretical properties of our approach.

• 出版日期2012
• 单位福建师范大学; 昆明理工大学