An iterative method for general variational inequalities

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April 2005, 1(2): 201-209. doi: 10.3934/jimo.2005.1.201

An iterative method for general variational inequalities

1.	Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100049, P. R., China

Received July 2004 Revised November 2004 Published April 2005

Abstract
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Motivated by the observation that some reformulation based extragradient methods for general monotone variational inequalities in real Hilbert space may not generate a solution of the original problem, we propose an iterative method with line searches and prove its convergence for general pseudomonotone (monotone) variational inequality problems.

Keywords: iterative method, g−pseudomonotone, convergence., Hilbert space, General variational inequality problem.

Mathematics Subject Classification: 90C33, 90C30, 65H1.

Citation: Hongxia Yin. An iterative method for general variational inequalities. Journal of Industrial & Management Optimization, 2005, 1 (2) : 201-209. doi: 10.3934/jimo.2005.1.201

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