Abstract
In the prediction-correction method for variational inequality (VI) problems, the step size selection plays an important role for its performance. In this paper, we employ the Barzilai-Borwein (BB) strategy in the prediction step, which is efficient for many optimization problems from a computational point of view. To guarantee the convergence, we adopt the line search technique, and relax the conditions to accept the BB step sizes as large as possible. In the correction step, we utilize a longer step length to calculate the next iteration point. Finally, we present some preliminary numerical results to show the efficiency of the algorithms.
| Original language | English |
|---|---|
| Pages (from-to) | 1325-1340 |
| Number of pages | 16 |
| Journal | Frontiers of Mathematics in China |
| Volume | 13 |
| Issue number | 6 |
| DOIs | |
| State | Published - 1 Dec 2018 |
Keywords
- BB step sizes
- line search
- prediction-correction method
- projection method
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