Self-adaptive projection-based prediction-correction method for constrained variational inequalities (Q2266827)

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Self-adaptive projection-based prediction-correction method for constrained variational inequalities
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    Self-adaptive projection-based prediction-correction method for constrained variational inequalities (English)
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    26 February 2010
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    This paper deals with a class of monotone constrained variational inequalities with some linear constraints and on convex sets. The proofs combine the Lagrangian multipliers method with some projection type prediction-correction methods. The authors argue that the number of iterations is strongly dependent on a parameter that balances the primal and dual variables. Convergence of the proposed method is proved under mild conditions. In the last part of the present paper, some numerical experiments illustrate the effectiveness of the proposed methods.
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    proximal point algorithm
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    variational inequality
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    Lagrangian multipliers method
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    prediction-correction methods
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    convergence
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    numerical experiments
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