An explicit algorithm for monotone variational inequalities
Yunier Bello-Cruz, Alfredo Noel Iusem · Optimization · 2010
We introduce a fully explicit method for solving monotone variational inequalities in Hilbert spaces, where orthogonal projections onto the feasible set are replaced by projections onto suitable hyperplanes. We prove weak convergence of the whole generated sequence to a solution of the problem, under only the assumptions of continuity and monotonicity of the operator and existence of solutions.