Modified self-adaptive projection method for solving pseudomonotone variational inequalities

作者：Yu, Zeng^*; Shao, Hu; Wang, Guodong

来源：Applied Mathematics and Computation, 2011, 217(20): 8052-8060.

DOI：10.1016/j.amc.2011.03.004

• Pseudomonotone
• Variational inequalities
• Self-adaptive
• Projection methods
• Global convergence

In this paper, a self-adaptive projection method with a new search direction for solving pseudomonotone variational inequality (VI) problems is proposed, which can be viewed as an extension of the methods in [B. S. He, X. M. Yuan, J.Z. Zhang, Comparison of two kinds of prediction-correction methods for monotone variational inequalities, Computational Optimization and Applications 27 (2004) 247-267] and [X. H. Yan, D. R. Han, W.Y. Sun, A self-adaptive projection method with improved step-size for solving variational inequalities, Computers & Mathematics with Applications 55 (2008) 819-832]. The descent property of the new search direction is proved, which is useful to guarantee the convergence. Under the relatively relaxed condition that F is continuous and pseudomonotone, the global convergence of the proposed method is proved. Numerical experiments are provided to illustrate the efficiency of the proposed method.

• 出版日期2011-6-15
• 单位中国矿业大学（北京）