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Some projection methods with the BB step sizes for variational inequalities

  • Hongjin He
  • , Deren Han*
  • , Zhibao Li
  • *Corresponding author for this work
  • Nanjing Normal University
  • Hong Kong Polytechnic University

Research output: Contribution to journalArticlepeer-review

Abstract

Since the appearance of the BarzilaiBorwein (BB) step sizes strategy for unconstrained optimization problems, it received more and more attention of the researchers. It was applied in various fields of the nonlinear optimization problems and recently was also extended to optimization problems with bound constraints. In this paper, we further extend the BB step sizes to more general variational inequality (VI) problems, i.e., we adopt them in projection methods. Under the condition that the underlying mapping of the VI problem is strongly monotone and Lipschitz continuous and the modulus of strong monotonicity and the Lipschitz constant satisfy some further conditions, we establish the global convergence of the projection methods with BB step sizes. A series of numerical examples are presented, which demonstrate that the proposed methods are convergent under mild conditions, and are more efficient than some classical projection-like methods.

Original languageEnglish
Pages (from-to)2590-2604
Number of pages15
JournalJournal of Computational and Applied Mathematics
Volume236
Issue number9
DOIs
StatePublished - Mar 2012
Externally publishedYes

Keywords

  • BB step size
  • Complementarity problems
  • Image deblurring problems
  • Nash equilibrium problems
  • Projection methods
  • Variational inequalities

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