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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:
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
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