Prediction-correction method with BB step sizes

  • Xiaomei Dong
  • , Xingju Cai
  • , Deren Han*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)1325-1340
Number of pages16
JournalFrontiers of Mathematics in China
Volume13
Issue number6
DOIs
StatePublished - 1 Dec 2018

Keywords

  • BB step sizes
  • line search
  • prediction-correction method
  • projection method

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