A projection-type algorithm for pseudomonotone nonlipschitzian multivalued variational inequalities

Authors: Trương Quang Bảo, Phan Quốc Khánh,

https://doi.org/10.1007/0-387-23639-2_6

Publisher, magazine: ,

Publication year: 2005

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Abstract

We propose a projection-type algorithm for variational inequalities involving multifunction. The algorithm requires two projections on the constraint set only in a part of iterations (one third of the subcases). For the other iterations, only one projection is used. A global convergence is proved under the weak assumption that the multifunction of the problem is pseudomonotone at a solution, closed, lower hemicontinuous, and bounded on each bounded subset (it is not necessarily continuous). Some numerical test problems are implemented by using MATLAB with encouraging effectiveness.

Tags: Variational inequalities, multifunctions, projections, pseudo monotonicity, closedness, lower hemicontinuity, boundedness.