解伪单调变分不等式问题的一个投影算法

A Projection Algorithm for Solving Quasi-monotone Variational Inequality Problems

提出了一个新的解伪单调变分不等式问题的自适应投影算法,其使用了一个新的方向与步长。在伪单调的条件下证明了此算法的收敛性。数值实验表明,此算法有效。

A new self-adaptive projection algorithm for the quasi-monotone variational inequality problems is studied. It is proved that the iteration sequence produced by the algorithm converges to a solution of var- iational inequality globally under the conditions that the function is quasi-monotone. Numerical experi- ments are presented which show the efficiency of the method.