An improved projection algorithm for variational inequality problem with multivalued mapping
Author(s) -
Ouafa Belguidoum,
Hassina Grar
Publication year - 2022
Publication title -
numerical algebra control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2022002
Subject(s) - variational inequality , mathematics , projection (relational algebra) , algorithm , projection method , inequality , dykstra's projection algorithm , convergence (economics) , mathematical optimization , mathematical analysis , economics , economic growth
In this paper, we propose a new projection method (extragradient method) for solving the generalized variational inequality problem. Our method is well-defined and is proven to be globally convergent to a solution of the problem under the assumptions that the multivalued mapping is continuous and satisfies a condition that is strictly weaker than the pseudomonotonicity. Finally, to support our results and to illustrate the numerical behavior of the proposed algorithm, some fundamental experiments are provided and also compared with recent works.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom