Weak and strong convergence results for solving monotone variational inequalities in reflexive Banach spaces
Jun Yang, Prasit Cholamjiak, Pongsakorn Sunthrayuth · Optimization · 2022
In this paper, we introduce two modified Tseng's extragradient algorithms with a new generalized adaptive stepsize for solving monotone variational inequalities (VI) in reflexive Banach spaces. The advantage of our methods is that stepsizes do not require prior knowledge of the Lipschitz constant of the cost mapping. Based on Bregman projection-type methods, we prove weak and strong convergence of the proposed algorithms to a solution of VI. Some numerical experiments to show the efficiency of our methods including a comparison with related methods are provided.