非单调变分不等式问题的双投影算法研究

New Double Projection Algorithms for Non-monotone Variational Inequality Problems

本文进一步研究Ye ML和He YR提出的新双投影算法。仅在其对偶变分不等式解集非空的条件下,通过构造投影算子的一个新的投影区域,本文提出一种求解非单调变分不等式的改进的双投影算法,并证明了其全局收敛性。

The projection algorithm proposed by Ye M L and He Y R is further studied in this paper.Under the condition that the solution of the dual variational inequality is non-empty,an improved double projection algorithm for solving the non-monotone variational inequality is proposed by constructing a new projection region of the projection operator,and its global convergence is proved.