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A simple fork algorithm for solving pseudomonotone non-Lipschitz variational inequalities
International Journal of Computer Mathematics ( IF 1.8 ) Pub Date : 2020-11-19 , DOI: 10.1080/00207160.2020.1847279
Trinh Ngoc Hai 1
Affiliation  

We introduce a new algorithm, improved from the Armijo line search one [M.V. Solodov and B.F. Svaiter, A new projection method for monotone variational inequality problems, SIAM J. Control Optim. 37 (1999), pp. 765–776]. Our algorithm converges under the same assumption but does not use the line search procedure in its steps. Our numerical experiments show that the new algorithm is more effective than some existing ones.



中文翻译:

一种求解伪单调非Lipschitz变分不等式的简单分叉算法

我们引入了一种新算法,改进了 Armijo 线搜索 [MV Solodov 和 BF Svaiter,一种用于单调变分不等式问题的新投影方法,SIAM J. Control Optim。37 (1999),第 765-776 页]。我们的算法在相同的假设下收敛,但在其步骤中不使用线搜索程序。我们的数值实验表明,新算法比一些现有算法更有效。

更新日期:2020-11-19
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