Explicit extragradient-like method with adaptive stepsizes for pseudomonotone variational inequalities

초록

The purpose of this paper is to introduce a new modified subgradient extragradient method for finding an element in the set of solutions of the variational inequality problem for a pseudomonotone and Lipschitz continuous mapping in real Hilbert spaces. It is well known that for the existing subgradient extragradient methods, the step size requires the line-search process or the knowledge of the Lipschitz constant of the mapping, which restrict the applications of the method. To overcome this barrier, in this work we present a modified subgradient extragradient method with adaptive stepsizes and do not require extra projection or value of the mapping. The advantages of the proposed method only use one projection to compute and the strong convergence proved without the prior knowledge of the Lipschitz constant of the inequality variational mapping. Numerical experiments illustrate the performances of our new algorithm and provide a comparison with related algorithms.

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