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The Extragradient Method And Its Modification For Variational Inequality

Posted on:2011-05-25Degree:MasterType:Thesis
Country:ChinaCandidate:P YanFull Text:PDF
GTID:2120360308983843Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
This paper presents the extragradient method and its modification for variational inequality problem. In Chapter two, we extend the modified extragradient method which is proposed by Wang, Xiu and Zhang[1] to infinite-dimensional Hilbert space, and discuss convergence of a modified extragradient method for pseudomonotone variational inequality in infinite-dimensional Hilbert space. In Chapter three, we modify extragradient method with different Armijo-type linesearch and profitable direction from paper [1] in the finite-dimensional space, then we use numerical experiments to compare our method with algorithm [1] to see its advantages. In Chapter four, we improve the projection algorithm proposed by Yan, Han and Sun[2].
Keywords/Search Tags:Variational inequality problems, extragradient method, Hilbert space, weak convergence, strong convergence, pseudomonotone, co-coercive
PDF Full Text Request
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