A new modified Goldstein-Levitin-Polyak projection method for variational inequality problems

作者：Han DR^*; Sun WY

来源：Computers & Mathematics with Applications, 2004, 47(12): 1817-1825.

DOI：10.1016/j.camwa.2003.12.002

• variational inequality problems
• strongly monotone mappings
• projection methods
• global convergence

In this paper, we first show that the adjustment parameter in the step size choice strategy of the modified Goldstein-Levitin-Polyak projection method proposed by He et al. for asymmetric strongly monotone variational inequality problems can be bounded away from zero by a positive constant. Under this observation, we propose a new step size rule which seems to be more practical and robust than the original one. We show that the new modified method is globally convergent under the same conditions and report some computational results to illustrate the method.

• 出版日期2004-6
• 单位南京师范大学