Citation: | WANG Xiaoting, LONG Xianjun, PENG Zaiyun. A Double Projection Algorithm for Solving Non-Monotone Variational Inequalities[J]. Applied Mathematics and Mechanics, 2022, 43(8): 927-934. doi: 10.21656/1000-0887.420414 |
The projection algorithm is one of the main methods to solve variational inequality problems. At present, the research on projection algorithms usually requires the assumptions that the mapping is monotone and Lipschitz continuous, but in practical problems, these assumptions are often unsatisfied. A new double projection algorithm for solving non-monotone variational inequality problems was proposed with the line search method. Under the assumption that the mapping is uniformly continuous, the sequence generated by the algorithm was proved to strongly converge to the solution of the variational inequality. The numerical experiments illustrate the effectiveness and superiority of the proposed algorithm.
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