New step lengths in projection method for variational inequality problems

作者：Dong Yunda^*; Zhang Xue

来源：Applied Mathematics and Computation, 2013, 220: 239-245.

DOI：10.1016/j.amc.2013.06.015

• Variational inequality
• Projection method
• Strong monotonicity
• Lipschitz continuity
• Self-adaptive step length

In this paper, we consider projection method for variational inequality problems. First, we give a new modification of recently proposed self-adaptive step length rules, with possibly minimal parameters. Then, the resulting self-adaptive projection method is proven to converge globally at a R-linear rate provided that the underlying mapping is strongly monotone and Lipschitz continuous. Preliminary numerical results confirm its flexibility and effectiveness.

• 出版日期2013-9-1
• 单位郑州大学