A new extragradient-like method for solving variational inequality problems

Fixexd point theory and applications

Zhenggang Liu¹  Na Huang²  Changfeng Ma² 

[1] Faculty of Foreign Languages and Cultures, Kunming University of Science and Technology, Kunming, China;School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, China

关键词: variational inequality problem;    extragradient-like method;    global convergence;    R-linear convergence;    numerical experiment;   

DOI  :  10.1186/1687-1812-2012-223

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this paper, we present a new extragradient-like method for the classical variational inequality problem based on our constructed novel descent direction. Furthermore, we show the global convergence and R-linear convergence rate of the new method under certain conditions. Numerical results also confirm the good theoretical properties of our approach. MSC:90C33, 65K10.

【 授权许可】

CC BY