An Improved Two-Step Method for Generalized Variational Inequalities
Keyword(s):
We propose an improved two-step extragradient algorithm for pseudomonotone generalized variational inequalities. It requires two projections at each iteration and allows one to take different stepsize rules. Moreover, from a geometric point of view, it is shown that the new method has a long stepsize, and it guarantees that the distance from the next iterative point to the solution set has a large decrease. Under mild conditions, we show that the method is globally convergent, and then the R-linearly convergent property of the method is proven if a projection-type error bound holds locally.
2011 ◽
Vol 08
(01)
◽
pp. 139-150
2012 ◽
Vol 26
(13)
◽
pp. 1250066
◽
Keyword(s):
2017 ◽
Vol 10
(10)
◽
pp. 5311-5320