Two modified extragradient algorithms for solving variational inequalities

Trinh Ngoc Hai ()
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Trinh Ngoc Hai: Hanoi University of Science and Technology

Journal of Global Optimization, 2020, vol. 78, issue 1, No 5, 106 pages

Abstract: Abstract In this paper, we discuss two modified extragradient methods for variational inequalities. The first one can be applied when the Lipschitz constant of the involving operator is unknown. In contrast to the work by Hieu and Thong (J Glob Optim 70:385–399, 2018) and by Khanh (Numer Funct Anal Optim 37:1131–1143, 2016), the new algorithm does not require its step-sizes tending to zero. This feature helps to speed up our method. The second algorithm solves variational inequalities with non-Lipschitz continuous operators. Under the pseudomonotonicity assumption, the proposed algorithm converges to a solution of the problem. In contrast to other solution methods for this class of problems, the new algorithm does not require the step sizes being square summable. Some numerical experiments show that the new algorithms are more effective than the existing ones.

Keywords: Variational inequality; Lipschitz continuity; Pseudomonotonicity; Extragradient algorithm; 65K05; 65K10; 90C25 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10898-020-00895-y

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