A strong convergence theorem for Tseng’s extragradient method for solving variational inequality problems

Authors: Nguyễn Thế Vinh, Dương Việt Thông, Cho Je Yeol, Dương Viết Thông,

https://doi.org/10.1007/s11590-019-01391-3

Publisher, magazine: ,

Publication year: 2020

  Lưu        Trích dẫn         Chia sẻ

Abstract

In this paper, we introduce a new algorithm for solving variational inequality problems with monotone and Lipschitz-continuous mappings in real Hilbert spaces. Our algorithm requires only to compute one projection onto the feasible set per iteration. We prove under certain mild assumptions, a strong convergence theorem for the proposed algorithm to a solution of a variational inequality problem. Finally, we give some numerical experiments illustrating the performance of the proposed algorithm for variational inequality problems.

Tags: Tseng’s extragradient, Viscosity method, Variational inequality problem