求解拟变分不等式问题的一种外梯度算法

An Extragradient Algorithm for Quasi-Variat-Ional Inequality Problem

本文给出了求解拟变分不等式问题的一种投影算法,在算法的第二次投影步中,把到一般闭凸集上的投影松弛为到半空间的投影,这在一定程度上减少了计算的难度。该算法的全局收敛性得到证明。

In this paper, we present a projection-like algorithm for solving the quasi-variational inequality problem. In the second projection step of the algorithm, we replace the orthogonal projection onto a general closed convex set with a projection onto a halfspace, which reduces the difficulty of cal-culation to some extent. The global convergence of the algorithm is given.