一般强单调变分不等式的改进投影算法

Modified Projection Method for General Strongly Monotone Variational Inequalities

给出了解一般强单调变分不等式的一种改进投影算法。此算法运用自适应过程产生了一种高效的步长选取策略,提高了投影算法的效率;在算子为g-强单调的条件下,建立了全局收敛定理,得到了此算法数值的实验结果。

A modified projection method for solving general strongly monotone variational inequalities is presented. A practical and robust stepsize choice strategy, termed selfadaptive procedure, is developed. The algorithm is global convergent for strongly monotone operator. Numerical results and comparison with some existing projection-type methods are given to illustrate the efficiency of the proposed method.