Unified framework of extragradient-type methods for pseudomonotone variational inequalities

被引:70
作者
Wang, YJ [1 ]
Xiu, NH
Wang, CY
机构
[1] Qufu Normal Univ, Inst Operat Res, Shandong, Peoples R China
[2] Nanjing Normal Univ, Dept Math, Nanjing, Peoples R China
[3] No Jiaotong Univ, Dept Appl Math, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
variational inequalities; extragradient-type method; pseudomonotonicity; unified framework; convergence;
D O I
10.1023/A:1012606212823
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we propose a unified framework of extragradient-type methods for solving pseudomonotone variational inequalities, which allows one to take different stepsize rules and requires the computation of only two projections at each iteration. It is shown that the modified extragradient method of Ref. 1 falls within this framework with a short stepsize and so does the method of Ref. 2 with a long stepsize. It is further demonstrated that the algorithmic framework is globally convergent under mild assumptions and is sublinearly convergent if in addition a projection-type error bound holds locally. Preliminary numerical experiments are reported.
引用
收藏
页码:641 / 656
页数:16
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