Operations Research Transactions >
2021 , Vol. 25 >Issue 2: 144 - 148
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2021.02.012
A remark on the convergence of the two-subgradient extragradient algorithm for the variational inequality problem
Received date: 2019-11-19
Online published: 2021-05-06
The two-subgradient extragradient algorithm was proposed by Yair Censor, Aviv Gibali and Simeon Reich for solving the variational inequality problem. A question about the convergence of this algorithm, that is, whether the sequences generated by the algorithm converge to a solution of the variational inequality problem, was raised as an open problem in the paper "Extensions of Korpelevich's extragradient method for the variational inequality problem in Euclidean space" (Optimization, 61(9): 1119-1132, 2012). Our goal in this short remark is to give an answer to this question and give an integrated proof of the full convergence of the algorithm.
Biao QU, Wei XU, Xinyan WANG . A remark on the convergence of the two-subgradient extragradient algorithm for the variational inequality problem[J]. Operations Research Transactions, 2021 , 25(2) : 144 -148 . DOI: 10.15960/j.cnki.issn.1007-6093.2021.02.012
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