Abstract
We present an extragradient-type algorithm for solving bilevel pseudomonone variational inequalities. The proposed algorithm uses simple projection sequences. Under mild conditions, the convergence of the iteration sequences generated by the algorithm is obtained.
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This paper is dedicated to the Memory of Reiner Horst.
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Anh, P.N., Kim, J.K. & Muu, L.D. An extragradient algorithm for solving bilevel pseudomonotone variational inequalities. J Glob Optim 52, 627–639 (2012). https://doi.org/10.1007/s10898-012-9870-y
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DOI: https://doi.org/10.1007/s10898-012-9870-y
Keywords
- Bilevel variational inequality
- Pseudomonotonicity
- Lipschitz continuity
- Global convergence
- Extragradient algorithm