Two new self-adaptive projection methods for variational inequality problems (Q1609083): Difference between revisions

The usual variational inequality Find \(u^* \in K\) such that \[ F(u^*)^T (v-u^*) \geq 0 \quad\text{for any }v \in K, \] where \(K\) is a nonempty closed convex subset of \(R^n\), is considered. The function \(F\) is continuous and satisfies only some generalized monotonicity assumptions. The new methods use only function evaluations and projections onto the set \(K\), together with a line search strategy. Numerical tests are reported.