"Extragradient method with a new adaptive step size for solving non-Lipschitzian pseudo-monotone variational inequalities"

Abstract

"The purpose of this work is to develop a new version of the extragradient method for solving non-Lipschitzian and pseudo-monotone variational inequalities in real Hilbert spaces. First, we prove a sufficient condition for weak convergence of a proposed algorithm under relaxed assumptions. Next, under strong pseudomonotonicity and Lipschitz continuity assumptions, we obtain also a Q-linear convergence rate of this algorithm. Our results improve some recent contributions in the literature on the extragradient method."