A new algorithm for solving multi-valued variational inequality problems
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In this paper, we present a new algorithm for solving multi-valued variational inequality problems, which combines the subgradient extragradient algorithm with inertial algorithm. We prove that the algorithm is globally convergent when the multi-valued mapping is continuous and pseudomonotone with nonempty compact convex values. And the convergence rate of this algorithm is Q-linear convergence.
KeywordsMulti-valued variational inequality Inertial subgradient extragradient algorithm Global convergence Q-linear convergence
Mathematics Subject Classification49 90C25
This research was supported by National Natural Science Foundations of China (11771255) and Natural Science Foundation of Shandong Province (ZR2016AM07).