TY - JOUR
T1 - Some projection methods with the BB step sizes for variational inequalities
AU - He, Hongjin
AU - Han, Deren
AU - Li, Zhibao
PY - 2012/3
Y1 - 2012/3
N2 - 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.
AB - 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.
KW - BB step size
KW - Complementarity problems
KW - Image deblurring problems
KW - Nash equilibrium problems
KW - Projection methods
KW - Variational inequalities
UR - https://www.scopus.com/pages/publications/84856209920
U2 - 10.1016/j.cam.2011.12.017
DO - 10.1016/j.cam.2011.12.017
M3 - 文章
AN - SCOPUS:84856209920
SN - 0377-0427
VL - 236
SP - 2590
EP - 2604
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 9
ER -