An additional projection step to He and Liao's method for solving variational inequalities

In this paper, we proposed a modified extragradient method for solving, variational inequalities. The method can be viewed as an extension of the method proposed by He and Liao [Improvement of some projection methods for monotone variational inequalities, J. Optim. Theory Appl. 112 (2002) 111-128], by performing an additional projection step at each iteration and another optimal step length is employed to reach substantial progress in each iteration. We used a self-adaptive technique to adjust parameter rho at each iteration. Under certain conditions, the global convergence of the proposed method is proved. Preliminary numerical experiments are included to compare our method with some known methods. (c) 2006 Elsevier B.V. All rights reserved.