Abstract
In this paper, we suggest and analyze a new projection iterative method for solving general variational inequalities by using a new step size. We also prove the global convergence of the proposed method under some suitable conditions. Some preliminary numerical experiments are included to illustrate the advantage and efficiency of the proposed method.
Similar content being viewed by others
References
Bnouhachem, A.: A self-adaptive method for solving general mixed variational inequalities. J. Math. Anal. Appl. 309, 136–150 (2005)
Bnouhachem, A.: An additional projection step to He and Liao’s method for solving variational inequalities. J. Comput. Appl. Math. 206(1), 238–250 (2007)
Bnouhachem, A., Noor, M.A.: Numerical comparison between prediction-correction methods for general variational inequalities. Appl. Math. Comput. 186, 496–505 (2007)
Bnouhachem, A., Noor, M.A.: Numerical method for general mixed quasi variational inequalities. Appl. Math. Comput. 204(1), 27–36 (2008)
Bnouhachem, A., Noor, M.A., Noor, K.I., Zhaohan, S.: Some new resolvent methods for solving general mixed variational inequalities. Int. J. Mod. Phys. B 25(32), 4419–4434 (2011)
Bnouhachem, A., Noor, M.A., Zhaohan, S.: Modified projection method for general variational inequalities. Int. J. Mod. Phys. B 25(27), 3595–3610 (2011)
Cho, Y.J., Petrot, N.: Regularization and iterative method for general variational inequality problem in Hilbert spaces. J. Inequal. Appl. 2011(21), 1–11 (2011)
Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, Berlin (2003)
Glowinski, R., Lions, J.L., Tremolieres, R.: Numerical Analysis of Variational Inequalities. North-Holland, Amsterdam (1981)
Harker, P.T., Pang, J.S.: A damped-Newton method for the linear complementarity problem. Lect. Appl. Math. 26, 265–284 (1990)
He, B.S.: Inexact implicit methods for monotone general variational inequalities. Math. Program. 86, 199–216 (1999)
He, B.S., Liao, L.Z.: Improvement of some projection methods for monotone variational inequalities. J. Optim. Theory Appl. 112, 111–128 (2002)
He, B.S., Xu, M.H.: A general framework of contraction methods for monotone variational inequalities. Pac. J. Optim. 4, 195–212 (2008)
He, H.J., Han, D.R., Li, Z.B.: Some projection methods with the BB step sizes for variational inequalities. J. Comput. Appl. Math. 236(9), 2590–2604 (2012)
Huan, L.L., Qu, B., Jiang, J.G.: Merit functions for general mixed quasi-variational inequalities. J. Appl. Math. Comput. 33(1–2), 411–421 (2010)
Iusem, A.N., Svaiter, B.F.: A variant of Korplevich’s method for variational inequalities with a new search strategy. Optimization 42, 309–321 (1997)
Khobotov, E.N.: Modification of the extragradient method for solving variational inequalities and certain optimization problems. U.S.S.R. Comput. Math. Math. Phys. 27, 120–127 (1987)
Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekonom. Mat. Metody 12, 120–127 (1976)
Li, M., Liao, L.Z., Yuan, X.M.: Proximal point algorithms for general variational inequalities. J. Optim. Theory Appl. 142, 125–145 (2009)
Lions, J.L., Stampacchia, G.: Variational inequalities. Commun. Pure Appl. Math. 20, 493–512 (1967)
Nagurney, A., Zhang, D.: Projected Dynamical Systems and Variational Inequalities with Applications. Kluwer Academic, Boston (1996)
Noor, M.A.: General variational inequalities. Appl. Math. Lett. 1, 119–121 (1988)
Noor, M.A.: Pseudomonotone general mixed variational inequalities. Appl. Math. Comput. 141, 529–540 (2003)
Noor, M.A.: New extragradient-type methods for general variational inequalities. J. Math. Anal. Appl. 277, 379–394 (2003)
Noor, M.A.: Some developments in general variational inequalities. Appl. Math. Comput. 152, 199–277 (2004)
Noor, M.A., Bnouhachem, A.: On an iterative algorithm for general variational inequalities. Appl. Math. Comput. 185, 155–168 (2007)
Noor, M.A., Noor, K.I.: Self-adaptive projection algorithms for general variational inequalities. Appl. Math. Comput. 151, 659–670 (2004)
Noor, M.A., Noor, K.I., Al-Said, E.: On a system of general variational inclusions. Adv. Model. Optim. 13(2), 221–231 (2011)
Solodov, M.V., Svaiter, B.F.: A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator. Set-Valued Anal. 7(4), 323–345 (1999)
Solodov, M.V., Svaiter, B.F.: A hybrid projection-proximal point algorithm. J. Convex Anal. 6(1), 59–70 (1999)
Stampacchia, G.: Formes bilineaires coercitives sur les ensembles convexes. C. R. Acad. Sci. Paris 258, 4413–4416 (1964)
Yan, X., Han, D., Sun, W.: A self-adaptive projection method with improved step-size for solving variational inequalities. Comput. Math. Appl. 55, 819–832 (2008)
Acknowledgements
Abdellah Bnouhachem would like to thank Prof. Omar Halli, Rector, Ibn Zohr University, for providing excellent research facilities.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Bnouhachem, A., Noor, M.A., Khalfaoui, M. et al. Projection iterative method for solving general variational inequalities. J. Appl. Math. Comput. 40, 587–605 (2012). https://doi.org/10.1007/s12190-012-0581-9
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-012-0581-9