A subgradient extragradient algorithm for solving multi-valued variational inequality

作者：Fang Changjie^*; Chen Shenglan

来源：Applied Mathematics and Computation, 2014, 229: 123-130.

DOI：10.1016/j.amc.2013.12.039

• Variational inequality
• Multi-valued mapping
• Extragradient method
• Subgradient

In this paper, we propose a subgradient extragradient method for solving multi-valued variational inequality. It is showed that the method converges globally to a solution of multi-valued variational inequality, provided the multi-valued mapping is pseudomonotone with nonempty compact convex values. Convergence rate is analyzed. Preliminary computational experience is also reported.

• 出版日期2014-2-25
• 单位重庆邮电大学