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An Extragradient Method for Solving Variational Inequalities without Monotonicity

Author

Listed:
  • Ming Lei

    (Sichuan Normal University)

  • Yiran He

    (Sichuan Normal University)

Abstract

A new extragradient projection method, which does not require generalized monotonicity, is devised in this paper. In order to ensure its global convergence, we assume only that the Minty variational inequality has a solution. In particular, it applies to quasimonotone variational inequalities having a nontrivial solution.

Suggested Citation

  • Ming Lei & Yiran He, 2021. "An Extragradient Method for Solving Variational Inequalities without Monotonicity," Journal of Optimization Theory and Applications, Springer, vol. 188(2), pages 432-446, February.
  • Handle: RePEc:spr:joptap:v:188:y:2021:i:2:d:10.1007_s10957-020-01791-x
    DOI: 10.1007/s10957-020-01791-x
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    References listed on IDEAS

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    1. Dang Hieu & Duong Viet Thong, 2018. "New extragradient-like algorithms for strongly pseudomonotone variational inequalities," Journal of Global Optimization, Springer, vol. 70(2), pages 385-399, February.
    2. Minglu Ye & Yiran He, 2015. "A double projection method for solving variational inequalities without monotonicity," Computational Optimization and Applications, Springer, vol. 60(1), pages 141-150, January.
    3. Jean Strodiot & Thi Nguyen & Van Nguyen, 2013. "A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems," Journal of Global Optimization, Springer, vol. 56(2), pages 373-397, June.
    4. Y. J. Wang & N. H. Xiu & C. Y. Wang, 2001. "Unified Framework of Extragradient-Type Methods for Pseudomonotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 111(3), pages 641-656, December.
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    Cited by:

    1. Yiyin Cao & Chuangyin Dang & Yabin Sun, 2022. "Complementarity Enhanced Nash’s Mappings and Differentiable Homotopy Methods to Select Perfect Equilibria," Journal of Optimization Theory and Applications, Springer, vol. 192(2), pages 533-563, February.

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