Mathematical Programming: Series A and B
Mathematical Programming: Series A and B
NE/SQP: a robust algorithm for the nonlinear complementarity problem
Mathematical Programming: Series A and B
Error bounds in mathematical programming
Mathematical Programming: Series A and B - Special issue: papers from ismp97, the 16th international symposium on mathematical programming, Lausanne EPFL
A New Projection Method for Variational Inequality Problems
SIAM Journal on Control and Optimization
Some recent advances in projection-type methods for variational inequalities
Journal of Computational and Applied Mathematics - Proceedings of the international conference on recent advances in computational mathematics
An algorithm for generalized variational inequality with pseudomonotone mapping
Journal of Computational and Applied Mathematics
Hi-index | 7.29 |
We present a modification of a double projection algorithm proposed by Solodov and Svaiter for solving variational inequalities. The main modification is to use a different Armijo-type linesearch to obtain a hyperplane strictly separating current iterate from the solutions of the variational inequalities. Our method is proven to be globally convergent under very mild assumptions. If in addition a certain error bound holds, we analyze the convergence rate of the iterative sequence. We use numerical experiments to compare our method with that proposed by Solodov and Svaiter.