Abstract

Abstract Korpelevich’s extragradient method has been studied and extended extensively due to its applicability to the whole class of monotone variational inequalities. In the present paper, we propose a variant extragradient-type method for solving monotone variational inequalities. Convergence analysis of the method is presented under reasonable assumptions on the problem data. MSC:47H05, 47J05, 47J25.

Highlights

  • Let H be a real Hilbert space with the inner product ·, · and its induced norm ·

  • The variational inequality problem is a fundamental problem in variational analysis and, in particular, in optimization theory

  • Motivated by the works given above, in the present paper, we propose a variant extragradient-type method for solving monotone variational inequalities

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Summary

Introduction

Let H be a real Hilbert space with the inner product ·, · and its induced norm ·. See [ ] for convergence properties of this method for the case in which f is convex and f : Rn → R is a differentiable function, which are related to the results in this article. Convergence results for this method require some monotonicity properties of A. It is known that Korpelevich’s method ( ) has only weak convergence in the infinite-dimensional Hilbert spaces (please refer to a recent result of Censor et al [ ] and [ ]).

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