A Descent-projection Method for Solving Monotone Structured Variational Inequalities

In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem-s data, the method is proved to converges globally. Some preliminary computational results are also reported to illustrate the efficiency of the method.

Authors:

• Min Sun
• Zhenyu Liu

Keywords:

• variational inequalities
• monotone function
• global convergence.

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