Article ID Journal Published Year Pages File Type
6421873 Applied Mathematics and Computation 2013 7 Pages PDF
Abstract

In this paper, we consider projection method for variational inequality problems. First, we give a new modification of recently proposed self-adaptive step length rules, with possibly minimal parameters. Then, the resulting self-adaptive projection method is proven to converge globally at a R-linear rate provided that the underlying mapping is strongly monotone and Lipschitz continuous. Preliminary numerical results confirm its flexibility and effectiveness.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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