A new version of extragradient method for variational inequality problems

DOI10.1016/S0898-1221(01)00213-9MaRDI QIDQ5948854zbMATH OpenOpenAlexFDO

Authors Yiju Wang, Naihua Xiu, Changyu Wang

Publication date 12 November 2001

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(01)00213-9

extragradient method variational inequalities

Variational inequalities (49J40) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors have suggested and analyzed a new version of the extragradient method for solving variational inequalities. Some numerical examples are given to illustrate the efficiency of the proposed method. To be more precise, for a given \(u_0\in K\), where \(K\) a closed convex set in \(\mathbb{R}^n\), find the approximate solution \(u_{n+1}\) by the iterative scheme NEWLINE\[NEWLINEu_{n+1}= P_K[u_n- \alpha_n d_n],\quad n= 0,1,2,\dots,NEWLINE\]NEWLINE where \(\eta_n\) satisfies some line search direction and NEWLINE\[NEWLINE\begin{aligned} d_n &= \eta_n R(u_n)+ T(u_n- \eta_n R(u_n)),\\ \alpha_n &= {\langle R(u_n), R(u_n)- Tu_n+ T(u_n- \eta_n R(u_n))\rangle\over\|d_n\|^2}.\end{aligned}NEWLINE\]NEWLINE We would like to remark that for \(\eta_n= 1\) and \(\alpha_n= 1\), this method is exactly the modified extragradient method of \textit{M. A. Noor} [Comput. Math. Appl. 38, No. 1, 19-24 (1999; Zbl 0939.47055)], that is: For a given \(u_0\in K\), calculate \(u_{n+1}\) by the iterative scheme NEWLINE\[NEWLINEu_{n+1}= P_K[P_K[u_n- Tu_n]- TP_K[u_n- Tu_n]],\quad n= 0,1,2,\dots\;.NEWLINE\]NEWLINE This clearly shows that this new version of the extragradient method is a generalization of a Noor's modified method.

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