Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4642818 | Journal of Computational and Applied Mathematics | 2007 | 13 Pages |
Abstract
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 ρρ 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Abdellah Bnouhachem,