Optimization · 2018 · 130 citations · 22 references
Natural SciencesMathematicsComputational MechanicsOptimizationParallel AlgorithmsConvex AnalysisConvex OptimizationGradient-based OptimizationOptimization TheoryVariational FormulationVariational InequalitiesConvex Variational ProblemsLipschitz ContinuityMonotone MappingsMonotone OperatorsMonotone Variational InequalitiesVariational Inequality ProblemsVariational Inequality TheoryVariational Problems
In this paper, we introduce two new algorithms for solving classical variational inequalities problem with Lipschitz continuous and monotone mapping in real Hilbert space. We modify the subgradient extragradient methods with a new step size, the convergence of algorithms are established without the knowledge of the Lipschitz constant of the mapping. Finally, some numerical experiments are presented to show the efficiency and advantage of the proposed algorithms.
22
Iterative Algorithms for Nonlinear Operators
Hong‐Kun Xu · Journal of the London Mathematical Society · 2002 · 1.7K citations