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A double projection method for solving variational inequalities without monotonicity

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Abstract

We present a double projection algorithm for solving variational inequalities without monotonicity. If the solution of dual variational inequality does exist, then the sequence produced by our method is globally convergent to a solution. Under the same assumption, the sequence produced by known methods has only a subsequence converging to a solution. Numerical experiments are reported.

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Acknowledgments

This work was partially supported by Natural Science Foundation of China under grant 11271274, a grant from Ministry of Education of China, and grant from Jiangsu Provincial Key Lab for Numerical Simulation of Large Scale and Complex System.

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Authors and Affiliations

  1. Department of Mathematics, Sichuan Normal University, Chengdu, 610066, Sichuan, China

    Minglu Ye & Yiran He

  2. College of Mathematics and Information, China West Normal University, Nanchong, 637002, Sichuan, China

    Minglu Ye

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  1. Minglu Ye
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  2. Yiran He
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Correspondence to Minglu Ye.

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Ye, M., He, Y. A double projection method for solving variational inequalities without monotonicity. Comput Optim Appl 60, 141–150 (2015). https://doi.org/10.1007/s10589-014-9659-7

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  • DOI: https://doi.org/10.1007/s10589-014-9659-7

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