A new version of extragradient method for variational inequality problems (Q5948854)

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 \[ u_{n+1}= P_K[u_n- \alpha_n d_n],\quad n= 0,1,2,\dots, \] where \(\eta_n\) satisfies some line search direction and \[ \begin{aligned} d_n &= \eta_n R(u_n)+ T(u_n- \eta_n R(u_n)),\\ \alpha_n &= {\langle R(u_n), R(u_n)- Tu_n+ T(u_n- \eta_n R(u_n))\rangle\over\|d_n\|^2}.\end{aligned} \] 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 \[ u_{n+1}= P_K[P_K[u_n- Tu_n]- TP_K[u_n- Tu_n]],\quad n= 0,1,2,\dots\;. \] This clearly shows that this new version of the extragradient method is a generalization of a Noor's modified method.