4.3 Article

A modified subgradient extragradient method for solving monotone variational inequalities

Journal

Publisher

SPRINGER INTERNATIONAL PUBLISHING AG
DOI: 10.1186/s13660-017-1366-3

Keywords

variational inequalities; subgradient extragradient method; Lipschitz-continuous mapping; level set; half-spaces; convergence rate

Funding

  1. Foundation of Tianjin Key Lab for Advanced Signal Processing [2016 ASP-TJ02]

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In the setting of Hilbert space, a modified subgradient extragradient method is proposed for solving Lipschitz-continuous and monotone variational inequalities defined on a level set of a convex function. Our iterative process is relaxed and self-adaptive, that is, in each iteration, calculating two metric projections onto some half-spaces containing the domain is involved only and the step size can be selected in some adaptive ways. A weak convergence theorem for our algorithm is proved. We also prove that our method has O(1/n) convergence rate.

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