In this paper, we introduce two new algorithms for solving classical variational inequalities problem with Lipschitz continuous and monotone mapping in real Hilbert space. We modify the subgradient extragradient methods with a new step size, the convergence of algorithms are established without the knowledge of the Lipschitz constant of the mapping. Finally, some numerical experiments are presented to show the efficiency and advantage of the proposed algorithms.
1 August 2018 in Journal of Optimization Theory and Applications
In this paper, we introduce an inertial algorithm for solving classical variational inequalities with Lipschitz continuous and pseudomonotone mapping in real Hilbert space. The algorithm is inspired by subgradient extragradient method and the inertial method with a new step size. The convergence of algorithm is established without the knowledge of the Lipschitz constant of the mapping. Finally, some numerical experiments are presented to show the efficiency and advantage of the proposed algorithm.