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A modified subgradient extragradient method for solving monotone variational inequalities

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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… Click to show full abstract

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(1n)$O(\frac{1}{n})$ convergence rate.

Keywords: extragradient method; method; variational inequalities; subgradient extragradient; monotone variational; modified subgradient

Journal Title: Journal of Inequalities and Applications
Year Published: 2017

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