ON A NEW NUMERICAL METHOD FOR SOLVING GENERAL VARIATIONAL INEQUALITIES

Abstract

In this paper, we suggest and analyze a new extragradient method for solving the general variational inequalities involving two operators. We also prove the global convergence of the proposed modified method under certain mild conditions. We used a self-adaptive technique to adjust parameter ρ at each iteration. It is proved theoretically that the lower-bound of the progress obtained by the proposed method is greater than that by the extragradient method. An example is given to illustrate the efficiency and its comparison with the extragradient method. Since the general variational inequalities include the classical variational inequalities and complementarity problems as special cases, our results obtained in this paper continue to hold for these problems. Results obtained in this paper may be viewed as an improvement and refinement of the previously known results in this field.