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Operations Research Transactions >

2024 , Vol. 28 >Issue 2: 81 - 92

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2024.02.006

An inertial projection algorithm for nonmonotone continuous variational inequalities

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  • Sichuan Colleges and Universities Key Laboratory of Optimization Theory and Applications, School of Mathematics and Information, China West Normal University, Nanchong 637009, Sichuan, China

Received date: 2023-04-28

  Online published: 2024-06-07

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, 2024, All rights reserved, without authorization
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Abstract

An infeasible projection algorithm (IPA) for solving nonmonotone variational inequality problems was proposed by Ye (2022). Without needing any monotonicity condition of the underlying mapping, the global convergence of the sequence generated by IPA is established whenever the underlying mapping is continuous and the solution set of the dual variational inequality is nonempty. In this paper, we present an inertial IPA for solving nonmonotone variational inequalities. The global convergence of this new algorithm is proved under the same assumptions in IPA. Numerical experiments show that the inertial technique can accelerate IPA.

Key words： variational inequalities; projection algorithm; nonmonotone; inertial technique

Cite this article

Minglu YE, Ming HUANG . An inertial projection algorithm for nonmonotone continuous variational inequalities[J]. Operations Research Transactions, 2024 , 28(2) : 81 -92 . DOI: 10.15960/j.cnki.issn.1007-6093.2024.02.006

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