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An Explicit Extragradient Algorithm for Solving Variational Inequalities

Dang Van Hieu (), Jean Jacques Strodiot () and Le Dung Muu ()
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Dang Van Hieu: Ton Duc Thang University
Jean Jacques Strodiot: University of Namur
Le Dung Muu: TIMAS, Thang Long University

Journal of Optimization Theory and Applications, 2020, vol. 185, issue 2, No 9, 476-503

Abstract: Abstract In this paper, we introduce an explicit iterative algorithm for solving a (pseudo) monotone variational inequality under Lipschitz condition in a Hilbert space. The algorithm is constructed around some projections incorporated by inertial terms. It uses variable stepsizes which are generated at each iteration by some simple computations. Furthermore, it can be easily implemented without the prior knowledge of the Lipschitz constant of the operator. Theorems of weak convergence are established under mild conditions, and some numerical results are reported for the purpose of comparison with other algorithms. The obtained results in this paper extend some related works in the literature.

Keywords: Variational inequality; Projection method; Inertial method; 65Y05; 65K15 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-020-01661-6

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