Modified Goldstein--Levitin--Polyak projection method for asymmetric strongly monotone variational inequalities (Q5959904)
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scientific article; zbMATH DE number 1727015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Goldstein--Levitin--Polyak projection method for asymmetric strongly monotone variational inequalities |
scientific article; zbMATH DE number 1727015 |
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Modified Goldstein--Levitin--Polyak projection method for asymmetric strongly monotone variational inequalities (English)
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11 April 2002
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The authors suggest a modified version of the Goldstein-Levitin-Polyak projection method for asymmetric strongly monotone variational inequalities in which the step size is obtained by using a self-adaptive procedure. They prove the global convergence of their algorithm under the same conditions used in the original projection method. Test numerical examples show the efficiency of the proposed method.
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Goldstein-Levitin-Polyak projection method
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monotone variational inequalities
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global convergence
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algorithm
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numerical examples
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