Some new projection methods for variational inequalities (Q1406093): Difference between revisions

Using the fixed point formulation of the variational inequality problem which is based on the Wiener-Hopf equation, the authors suggest a general double projection method with an Armijo-type line search procedure, which is an extension of some previous algorithms proposed by \textit{I. V. Konnov} [Russ. Math. 37, No. 2, 44-51 (1993); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 1993, No. 2, 46-53 (1993; Zbl 0835.90123)], \textit{M. V. Solodov} and \textit{P. Tseng} [SIAM J. Control Optimization 34, 1814-1830 (1996; Zbl 0866.49018)], and \textit{D. Sun} [J. Optimization Theory Appl. 91, 123-140 (1996; Zbl 0871.90091)]. The method converges to a solution if the variational inequality problem is solvable (this convergence condition was introduced by \textit{I. V. Konnov} (loc. cit.). The convergence rates of the method are similar to those of the previous ones.