A new extragradient method for generalized variational inequality in Euclidean space
نویسنده
چکیده
*Correspondence: [email protected] School of Management Science, Qufu Normal University, Rizhao, Shandong 276800, China Abstract In this paper, we extend the extragradient projection method proposed in (Wang et al. in J. Optim. Theory Appl. 119:167-183, 2003) for the classical variational inequalities to the generalized variational inequalities. For this algorithm, we first prove its expansion property of the generated sequence with respect to the starting point and then show that the existence of the solution to the problem can be verified through the behavior of the generated sequence. The global convergence of the method is also established under mild conditions. MSC: 90C30; 15A06
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