An iterative method for general variational inequalities

Hongxia Yin

doi:10.3934/jimo.2005.1.201

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2005, Volume 1, Issue 2: 201-209. Doi: 10.3934/jimo.2005.1.201

This issue Previous Article Convergence property of the Fletcher-Reeves conjugate gradient method with errors Next Article The revisit of a projection algorithm with variable steps for variational inequalities

An iterative method for general variational inequalities

Hongxia Yin^1,

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

Received: June 30, 2004

Revised: October 31, 2004

Published: March 2005

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Abstract

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.

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Mathematics Subject Classification: 90C33, 90C30, 65H10.

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