Title

A NEW STEPSIZE STRATEGY FOR KORPELEVICH'S ALGORITHM SOLVING VARIATIONAL INEQUALITIES.

Authors

NGOC HAI TRINH; TRUNG DUC TRAN

Abstract

In this paper, we propose two self-adaptive extragradient-like algorithms for solving pseudomonotone variational inequalities. We consider two cases: the mapping is Lipschitz continuous (with unknown modulus) and is not Lipschitz continuous. The step size in our algorithms can either increase or decrease at each step. This feature makes our algorithms more efficient. We also give some numerical examples to compare the performance of our algorithm with the existing one.

Subjects

ALGORITHMS; VARIATIONAL inequalities (Mathematics); LIPSCHITZ spaces; FUNCTION spaces; DECISION making

Publication

Applied Set-Valued Analysis & Optimization, 2024, Vol 6, Issue 3, p309

ISSN

2562-7775

Publication type

Academic Journal

DOI

10.23952/asvao.6.2024.3.05