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A hybrid extragradient method for general variational inequalities

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Abstract

In this paper, we introduce and study a hybrid extragradient method for finding solutions of a general variational inequality problem with inverse-strongly monotone mapping in a real Hilbert space. An iterative algorithm is proposed by virtue of the hybrid extragradient method. Under two sets of quite mild conditions, we prove the strong convergence of this iterative algorithm to the unique common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the general variational inequality problem, respectively.

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Correspondence to J. C. Yao.

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L. C. Zeng’s research was partially supported by the National Science Foundation of China (10771141), Ph.D. Program Foundation of Ministry of Education of China (20070270004), and Science and Technology Commission of Shanghai Municipality grant (075105118). J. C. Yao’s research was partially supported by a grant from the National Science Council of Taiwan.

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Zeng, L.C., Yao, J.C. A hybrid extragradient method for general variational inequalities. Math Meth Oper Res 69, 141–158 (2009). https://doi.org/10.1007/s00186-008-0215-z

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  • DOI: https://doi.org/10.1007/s00186-008-0215-z

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