Abstract
This paper presents a modification of the projection methods for solving variational inequality problems. Each iteration of the proposed algorithm consists of projection onto a halfspace containing the given closed convex set rather than the latter set itself. The algorithm can thus be implemented very easily and its global convergence to the solution can be established under suitable conditions.
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This work was supported in part by Scientific Research Grant-in-Aid from the Ministry of Education, Science and Culture, Japan.
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Fukushima, M. A relaxed projection method for variational inequalities. Mathematical Programming 35, 58–70 (1986). https://doi.org/10.1007/BF01589441
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DOI: https://doi.org/10.1007/BF01589441