New Double Projection Algorithm for Solving Variational Inequalities
Keyword(s):
We propose a class of new double projection algorithms for solving variational inequality problem, which can be viewed as a framework of the method of Solodov and Svaiter by adopting a class of new hyperplanes. By the separation property of hyperplane, our method is proved to be globally convergent under very mild assumptions. In addition, we propose a modified version of our algorithm that finds a solution of variational inequality which is also a fixed point of a given nonexpansive mapping. If, in addition, a certain local error bound holds, we analyze the convergence rate of the iterative sequence. Numerical experiments prove that our algorithms are efficient.
Keyword(s):
2005 ◽
Vol 25
(7-8)
◽
pp. 619-655
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2009 ◽
Vol 2009
(1)
◽
pp. 369215
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2010 ◽
Vol 2010
◽
pp. 1-20
◽