关键词: 变分不等式, 双投影算法, 超平面, 收敛

Abstract:

In this paper, we introduce a new method for solving variational inequalities. The method uses a new hyperplane which differs from known ones. Under some mild conditions, we prove that the sequence produced by our method globally converges to a solution. Furthermore, the convergence rate of the iteration sequence is established. Numerical experiments are reported in section 5.

Key words: Variational inequalities, Double projection method, Hyperplane, Convergence