Solving variational inequalities by a modified projection method with an effective step-size

被引:0
作者
Zheng, Xiuyun [1 ]
Liu, Hongwei [1 ]
机构
[1] Xidian Univ, Dept Appl Math, Xian 710071, Peoples R China
关键词
Variational inequalities; Pseudomonotone mapping; Projection method; Global convergence; CONTINUATION METHOD; COMPLEMENTARITY-PROBLEMS;
D O I
10.1016/j.amc.2010.05.069
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a new projection method for the solution of variational inequality problems. The method is simple, which uses only function evaluations and projections onto the feasible set. We adopt a new step-size rule and a new search direction in the new method. Under the mild conditions, we prove the proposed method is globally convergent. Preliminary numerical results are reported. (C) 2010 Elsevier Inc. All rights reserved.
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页码:3778 / 3785
页数:8
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