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Ngoc Hai Trinh, Trung Duc Tran, A new stepsize strategy for Korpelevich’s algorithm solving variational inequalities

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DOI: 10.23952/asvao.6.2024.3.05
Volume 6, Issue 3, 1 December 2024, Pages 309-317

 

Abstract. In this paper, we propose two self-adaptive extragradient-like algorithms for solving pseudomonotone variational inequalities. We consider two cases: the mapping is Lipschitz continuous (with unknown modulus) and is not Lipschitz continuous. The step size in our algorithms can either increase or decrease at each step. This feature makes our algorithms more efficient. We also give some numerical examples to compare the performance of our algorithm with the existing one.

 

How to Cite this Article:
N.H. Trinh, T.D. Tran, A new stepsize strategy for Korpelevich’s algorithm solving variational inequalities, Appl. Set-Valued Anal. Optim. 6 (2024), 309-317.