On an iterative algorithm for general variational inequalities

In this paper, we suggest and analyze a new three-step iterative algorithm for solving the general variational inequalities. We also study the global convergence of the proposed method under some mild conditions. Since the general variational inequalities include variational inequalities, quasi variational inequalities and quasi complementarity problems as special cases, one can deduce similar results for these problems. Our results can be viewed as an improvement and refinement of the previously known and new results. Preliminary numerical experiments are included to illustrate the advantage and efficiency of the proposed method.