A Strongly Convergent Direct Method for Monotone Variational Inequalities in Hilbert Spaces
Yunier Bello-Cruz, Alfredo Noel Iusem · Numerical Functional Analysis and Optimization · 2009
We introduce a two-step direct method, like Korpelevich's, for solving monotone variational inequalities. The advantage of our method over that one is that ours converges strongly in Hilbert spaces, whereas only weak convergence has been proved for Korpelevich's algorithm. Our method also has the following desirable property: the sequence converges to the solution of the problem that lies closest to the initial iterate.