A double projection method for solving variational inequalities without monotonicity

被引:125
作者
Ye, Minglu [1 ,2 ]
He, Yiran [1 ]
机构
[1] Sichuan Normal Univ, Dept Math, Chengdu 610066, Sichuan, Peoples R China
[2] China West Normal Univ, Coll Math & Informat, Nanchong 637002, Sichuan, Peoples R China
关键词
Variational inequality; Quasimonotone; Double projection method; STEP-SIZE; ALGORITHM;
D O I
10.1007/s10589-014-9659-7
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
We present a double projection algorithm for solving variational inequalities without monotonicity. If the solution of dual variational inequality does exist, then the sequence produced by our method is globally convergent to a solution. Under the same assumption, the sequence produced by known methods has only a subsequence converging to a solution. Numerical experiments are reported.
引用
收藏
页码:141 / 150
页数:10
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