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New Double Projection Algorithm for Solving Variational Inequalities

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  • Lian Zheng

Abstract

We propose a class of new double projection algorithms for solving variational inequality problem, which can be viewed as a framework of the method of Solodov and Svaiter by adopting a class of new hyperplanes. By the separation property of hyperplane, our method is proved to be globally convergent under very mild assumptions. In addition, we propose a modified version of our algorithm that finds a solution of variational inequality which is also a fixed point of a given nonexpansive mapping. If, in addition, a certain local error bound holds, we analyze the convergence rate of the iterative sequence. Numerical experiments prove that our algorithms are efficient.

Suggested Citation

  • Lian Zheng, 2013. "New Double Projection Algorithm for Solving Variational Inequalities," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-8, June.
  • Handle: RePEc:hin:jnljam:714397
    DOI: 10.1155/2013/714397
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