一致连续的伪单调变分不等式问题的外梯度投影算法

Extragradient projection algorithms for solving uniformly continuous and pseudo-monotone variational inequality problems

考虑了经典变分不等式问题的外梯度投影算法.基于Fan和Qin提出的带惯性项的外梯度投影算法,在映射是伪单调和一致连续的假设下,证明了算法弱收敛到变分不等式问题的解.同时,数值实验验证了算法的适用性.所得结果改进和推广了最新文献中主要结果.

In this paper,we consider a extragradient projection algorithm for the solving variational inequality.Following the inertial extragradient projection algorithm introduced by Fan and Qin,we prove the sequence generated by algorithm converges weakly to the solution of uniformly continuous and pseudo-monotone variational inequality problems.Finally,we give some numerical experiments to show the applicability of the algorithm.The results obtained in this paper improve and generalize the main results given in latest literature.