The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space

Y. Censor, A. Gibali, S. Reich

Research output: Contribution to journalArticlepeer-review

Abstract

We present a subgradient extragradient method for solving variational inequalities in Hilbert space. In addition, we propose a modified version of our algorithm that finds a solution of a variational inequality which is also a fixed point of a given nonexpansive mapping. We establish weak convergence theorems for both algorithms.

Original languageEnglish
Pages (from-to)318-335
Number of pages18
JournalJournal of Optimization Theory and Applications
Volume148
Issue number2
DOIs
StatePublished - Feb 2011

Bibliographical note

Funding Information:
This work was partially supported by Award Number R01HL070472 from the National Heart, Lung and Blood Institute. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Heart, Lung and Blood Institute or the National Institutes of Health. The third author was partially supported by the Israel Science Foundation (Grant 647/07), by the Fund for the Promotion of Research at the Technion and by the Technion President’s Research Fund.

Keywords

  • Extragradient method
  • Nonexpansive mapping
  • Subgradient
  • Variational inequalities

ASJC Scopus subject areas

  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

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