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An Extragradient Method for Solving Variational Inequalities without Monotonicity
Journal of Optimization Theory and Applications ( IF 1.9 ) Pub Date : 2021-01-08 , DOI: 10.1007/s10957-020-01791-x
Ming Lei , Yiran He

A new extragradient projection method, which does not require generalized monotonicity, is devised in this paper. In order to ensure its global convergence, we assume only that the Minty variational inequality has a solution. In particular, it applies to quasimonotone variational inequalities having a nontrivial solution.

中文翻译:

一种求解无单调性变分不等式的超梯度方法

本文设计了一种新的梯度投影方法,它不需要广义单调性。为了保证其全局收敛,我们只假设 Minty 变分不等式有解。特别是,它适用于具有非平凡解的拟单调变分不等式。
更新日期:2021-01-08
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