Modified Goldstein-Levitin-Polyak projection method for asymmetric strongly monotone variational inequalities

Authors:
B. S. He;H. Yang;Q. Meng;D. R. Han
Affiliations:
Professor, Department of Mathematics, Nanjing University, Nanjing, PRC;Associate Professor, Department of Civil Engineering, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, PRC;PhD Student, Department of Civil Engineering, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, PRC;PhD Student, Department of Mathematics, Nanjing University, Nanjing, PRC
Venue:
Journal of Optimization Theory and Applications
Year:
2002

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Abstract

In this paper, we present a modified Goldstein-Levitin-Polyak projection method for asymmetric strongly monotone variational inequality problems. A practical and robust stepsize choice strategy, termed self-adaptive procedure, is developed. The global convergence of the resulting algorithm is established under the same conditions used in the original projection method. Numerical results and comparison with some existing projection-type methods are given to illustrate the efficiency of the proposed method.