Self-adaptive algorithm for variational inequalities

Abstract

Abstract:

A self-adaptive algorithm is proposed to solve the Lipschitz and strongly monotone variational inequality defined on a closed convex subset in a real Hilbert space. Since this method selects stepsizes via a selfadaptive way,i.e.,has no need to estimate the Lipschitz constant and strong monotone coefficient,its implementation is rather easy. Strong convergence of the algorithm is proved.

Key words: self-adaptive algorithm, variational inequality, strong convergence, Hilbert space

CLC Number:

O178

HE Song-nian,LUO Biao. Self-adaptive algorithm for variational inequalities[J]. .

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