An improved two-step method for generalized variational inequalities (Q2449011)

Summary: We propose an improved two-step extragradient algorithm for pseudomonotone generalized variational inequalities. It requires two projections at each iteration and allows one to take different stepsize rules. Moreover, from a geometric point of view, it is shown that the new method has a long stepsize, and it guarantees that the distance from the next iterative point to the solution set has a large decrease. Under mild conditions, we show that the method is globally convergent, and then the \(R\)-linearly convergent property of the method is proven if a projection-type error bound holds locally.