Self-adaptive inertial projection and contraction algorithm for monotone variational inequality

Author(s):  
Xue Gao ◽  
Xingju Cai ◽  
Xueye Wang
2015 ◽  
Vol 7 (2) ◽  
pp. 69
Author(s):  
Haiwen Xu

The  alternating directions method for a kind of structured variational inequality problem (He, 2001) is an attractive method for structured monotone variational inequality problems. In each iteration, the subproblemsare  convex quadratic minimization problem with simple constraintsand a well-conditioned system of nonlinear equations that can be efficiently solvedusing classical methods. Researchers have recently described the convergence rateof projection and contraction methods for variational inequality problems andthe original ADM and its linearized variant. Motivated and inspired by researchinto the convergence rate of these methods, we provide a simple proof to show the $O(1/k)$ convergencerate of  alternating directions methods for structured monotone variational inequality problems (He, 2001).


2004 ◽  
Vol 16 (4) ◽  
pp. 863-883 ◽  
Author(s):  
Youshen Xia

Recently, a projection neural network has been shown to be a promising computational model for solving variational inequality problems with box constraints. This letter presents an extended projection neural network for solving monotone variational inequality problems with linear and nonlinear constraints. In particular, the proposed neural network can include the projection neural network as a special case. Compared with the modified projection-type methods for solving constrained monotone variational inequality problems, the proposed neural network has a lower complexity and is suitable for parallel implementation. Furthermore, the proposed neural network is theoretically proven to be exponentially convergent to an exact solution without a Lipschitz condition. Illustrative examples show that the extended projection neural network can be used to solve constrained monotone variational inequality problems.


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