An algorithm for solving a multi-valued variational inequality

Changjie Fang, Shenglan Chen, Chunde Yang · Journal of Inequalities and Applications · 2013

We propose a new extragradient method for solving a multi-valued variational inequality. It is showed that the method converges globally to a solution of the multi-valued variational inequality, provided the multi-valued mapping is continuous with nonempty compact convex values. Preliminary computational experience is also reported. MSC: 47H04, 47H10, 47J20, 47J25.

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