Solving variational inequalities by a modified projection method with an effective step-size (Q988638)

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scientific article; zbMATH DE number 5772457
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Solving variational inequalities by a modified projection method with an effective step-size
scientific article; zbMATH DE number 5772457

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    Solving variational inequalities by a modified projection method with an effective step-size (English)
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    18 August 2010
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    A new projection method is developed for solving variational inequality problems. The method is based on the approach proposed by \textit{D. Han} and \textit{H. K. Lo} [Comput. Math. Appl. 43, No.~12, 1529--1537 (2002; Zbl 1012.65064)]. It uses only function evaluations and projections onto the feasible set by adopting the step sizes and search directions. It is shown that the method is globally convergent if the underlying function is pseudomonotone. The numerical computation show the efficiency of the proposed method.
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    Variational inequalities
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    projection method
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    global convergence
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    pseudomonotone mapping
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    numerical examples
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