A double projection method for solving variational inequalities without monotonicity

We present a double projection algorithm for solving variational inequalities without monotonicity. If the solution of dual variational inequality does exist, then the sequence produced by our method is globally convergent to a solution. Under the same assumption, the sequence produced by known methods has only a subsequence converging to a solution. Numerical experiments are reported. Copyright Springer Science+Business Media New York 2015

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Year of publication:	2015
Authors:	Ye, Minglu ; He, Yiran
Published in:	Computational Optimization and Applications. - Springer. - Vol. 60.2015, 1, p. 141-150
Publisher:	Springer
Subject:	Variational inequality \| Quasimonotone \| Double projection method

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011151823