A two-stage prediction-correction method for solving monotone variational inequalities

  • Authors:
  • Xiaoling Fu

  • Affiliations:
  • Department of Mathematics, Nanjing University, Nanjing 210093, PR China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

In this paper, we present a two-stage prediction-correction method for solving monotone variational inequalities. The method generates the two predictors which should satisfy two acceptance criteria. We also enhance the method with an adaptive rule to update prediction step size which makes the method more effective. Under mild assumptions, we prove the convergence of the proposed method. Our proposed method based on projection only needs the function values, so it is practical and the computation load is quite tiny. Some numerical experiments were carried out to validate its efficiency and practicality.