Some new projection methods for variational inequalities (Q1406093)
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English | Some new projection methods for variational inequalities |
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Some new projection methods for variational inequalities (English)
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9 September 2003
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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.
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variational inequality
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double projection methods
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Wiener-Hopf equation
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Armijo-type line search procedure
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algorithms
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convergence
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