A Projection-Type Algorithm for Pseudomonotone Nonlipschitzian Multivalued Variational Inequalities
Truong Q. Bao, Phan Quốc Khánh · Kluwer Academic Publishers eBooks · 2006
We propose a projection-type algorithm for variational inequalities involving multifunction. The algorithm requires two projections on the constraint set only in a part of iterations (one third of the subcases). For the other iterations, only one projection is used. A global convergence is proved under the weak assumption that the multifunction of the problem is pseudomonotone at a solution, closed, lower hemicontinuous, and bounded on each bounded subset (it is not necessarily continuous). Some numerical test problems are implemented by using MATLAB with encouraging effectiveness.