A Modified Extra-Gradient Method with Bregman Divergence for Varitional Inequalities

A new method of extra-gradient type for the approximate solution of variational inequalities with pseudo-monotone and Lipschitz-continuous operators acting in a finite-dimensional linear normed space is proposed. A theorem on the convergence of the method is proved and, in the case of a monotone ope...

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Bibliographic Details
Date:2019
Main Author: Семёнов, Владимир Викторович
Format: Article
Language:Russian
Published: Кам'янець-Подільський національний університет імені Івана Огієнка 2019
Online Access:http://mcm-math.kpnu.edu.ua/article/view/174207
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Journal Title:Mathematical and computer modelling. Series: Physical and mathematical sciences

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Mathematical and computer modelling. Series: Physical and mathematical sciences
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Summary:A new method of extra-gradient type for the approximate solution of variational inequalities with pseudo-monotone and Lipschitz-continuous operators acting in a finite-dimensional linear normed space is proposed. A theorem on the convergence of the method is proved and, in the case of a monotone operator, non-asymptotic estimates of the effectiveness of the method are obtained