A modified subgradient extragradient method for solving monotone variational inequalities.

A modified subgradient extragradient method for solving monotone variational inequalities.
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DOI:
10.1186/s13660-017-1366-3
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发表时间:
2017
影响因子:
1.6
通讯作者:
Wu T
Wu T
中科院分区:
数学3区
文献类型:
--
作者:
He S;Wu T

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In the setting of Hilbert space, a modified subgradient extragradient method is proposed for solving Lipschitz-continuous and monotone variational inequalities defined on a level set of a convex function. Our iterative process is relaxed and self-adaptive, that is, in each iteration, calculating two metric projections onto some half-spaces containing the domain is involved only and the step size can be selected in some adaptive ways. A weak convergence theorem for our algorithm is proved. We also prove that our method has convergence rate.