A modified subgradient extragradient method for solving monotone variational inequalities

J Inequal Appl. 2017;2017(1):89. doi: 10.1186/s13660-017-1366-3. Epub 2017 Apr 27.

Abstract

In the setting of Hilbert space, a modified subgradient extragradient method is proposed for solving Lipschitz-continuous and monotone variational inequalities defined on a level set of a convex function. Our iterative process is relaxed and self-adaptive, that is, in each iteration, calculating two metric projections onto some half-spaces containing the domain is involved only and the step size can be selected in some adaptive ways. A weak convergence theorem for our algorithm is proved. We also prove that our method has [Formula: see text] convergence rate.

Keywords: Lipschitz-continuous mapping; convergence rate; half-spaces; level set; subgradient extragradient method; variational inequalities.