Extragradient method for solving quasivariational inequalities

被引:18
|
作者
Antipin, A. S. [1 ]
Jacimovic, M. [2 ]
Mijajlovic, N. [2 ]
机构
[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Moscow, Russia
[2] Univ Montenegro, Dept Math, Podgorica, Montenegro
关键词
Gradient projection method; extragradient method; quasivariational inequalities; rate of convergence;
D O I
10.1080/02331934.2017.1384477
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study methods for solving a class of the quasivariational inequalities in Hilbert space when the changeable set is described by translation of a fixed, closed and convex set. We consider one variant of the gradient-type projection method and an extragradient method. The possibilities of the choice of parameters of the gradient projection method in this case are wider than in the general case of a changeable set. The extragradient method on each iteration makes one trial step along the gradient, and the value of the gradient at the obtained point is used at the first point as the iteration direction. In the paper, we establish sufficient conditions for the convergence of the proposed methods and derive a new estimate of the rates of the convergence. The main result of this paper is contained in the convergence analysis of the extragradient method.
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页码:103 / 112
页数:10
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