Solving linear variational inequality problems by a self-adaptive projection method (Q858851)

The author considers a linear variational inequality problem, which is to find a vector \(x^* \in \Omega\) such that: \((x-x^*)^T(Mx^*+q) \geq 0\) for any \(x \in \Omega\), where \(\Omega\) is a nonempty, closed, convex subset of \(\mathbb{R}^n, M \in \mathbb{R} ^{n \times n}\) is a matrix and \(q \in \mathbb{R}^n\) is a given vector. This problem, when \(\Omega = \mathbb{R}^n_+\) reduces to the linear complementarity problem of finding \(x^* \in \mathbb{R}^n\), such that: \(x^* \geq 0, Mx^* + q\geq 0, (Mx^*+q)^Tx^*=0\). Main result: A self-adaptive projection method for solving symmetric and asymmetric linear variational inequality problems is proposed. Under suitable conditions, the method is shown to converge to a solution of the problem globally. The limited computational results show that the proposed method is quite stable and efficient and has some advantages over the same type of methods.