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On the Weak Convergence of the Extragradient Method for Solving Pseudo-Monotone Variational Inequalities

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In infinite-dimensional Hilbert spaces, we prove that the iterative sequence generated by the extragradient method for solving pseudo-monotone variational inequalities converges weakly to a solution. A class of pseudo-monotone variational… Click to show full abstract

In infinite-dimensional Hilbert spaces, we prove that the iterative sequence generated by the extragradient method for solving pseudo-monotone variational inequalities converges weakly to a solution. A class of pseudo-monotone variational inequalities is considered to illustrate the convergent behavior. The result obtained in this note extends some recent results in the literature; especially, it gives a positive answer to a question raised in Khanh (Acta Math Vietnam 41:251–263, 2016).

Keywords: pseudo monotone; method solving; extragradient method; variational inequalities; monotone variational

Journal Title: Journal of Optimization Theory and Applications
Year Published: 2018

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