Modified subgradient extragradient method for variational inequality problems

In this paper, we introduce an algorithm as combination between the subgradient extragradient method and inertial method for solving variational inequality problems in Hilbert spaces. The weak convergence of the algorithm is established under standard assumptions imposed on cost operators. The propo...

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Veröffentlicht in:Numerical algorithms 2018-10, Vol.79 (2), p.597-610
Hauptverfasser: Thong, Duong Viet, Van Hieu, Dang
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we introduce an algorithm as combination between the subgradient extragradient method and inertial method for solving variational inequality problems in Hilbert spaces. The weak convergence of the algorithm is established under standard assumptions imposed on cost operators. The proposed algorithm can be considered as an improvement of the previously known inertial extragradient method over each computational step. The performance of the proposed algorithm is also illustrated by several preliminary numerical experiments.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-017-0452-4