On a unified implicit method for variational inequalities
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摘要
It is well known that variational inequalities are equivalent to fixed point problems. We use this equivalent formulation to suggest and analyze a new unified implicit method of solving variational inequalities. This new method includes several known implicit and extragradient methods as special cases. We prove that the convergence of this new method requires only the pseudomonotonicity of the operator, which is a weaker condition than monotonicity. Several special cases are discussed. An example is given to illustrate the implementation of the proposed method. A comparison with other methods shows that the present method performs better.
论文关键词:Variational inequality,Implicit iterative method,Convergence
论文评审过程:Received 8 October 2011, Revised 11 February 2013, Available online 24 February 2013.
论文官网地址:https://doi.org/10.1016/j.cam.2013.02.011