Extragradient method with a new adaptive step size for solving non-Lipschitzian pseudo-monotone variational inequalities


Thong, Duong Viet 


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carpathian_2022_38_2_503_516

The purpose of this work is to develop a new version of the extragradient method for solving non-Lipschitzian and pseudo-monotone variational inequalities in real Hilbert spaces. First, we prove a sufficient condition for weak convergence of a proposed algorithm under relaxed assumptions. Next, under strong pseudomonotonicity and Lipschitz continuity assumptions, we obtain also a Q-linear convergence rate of this algorithm. Our results improve some recent contributions in the literature on the extragradient method.

 

 

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Author(s)

Thong, Duong Viet 

DOI

https://doi.org/10.37193/CJM.2022.02.19