A modified projection method with a new direction for solving variational inequalities (Q1021496)

Let \(\Omega\subset \mathbb R^n\) be a nonempty closed convex set and \(F:\mathbb R^n\to \mathbb R^n\). The variational inequality problem is to find \(u^*\in\Omega\) such that \(F(u^*)^T (u-u^*)\geq 0\) for all \(u\in\Omega\). A new projection method to solve this problem is proposed which seems to be more efficient than the existing similar methods.