2018/01/02 by Qiao‐Li Dong, Dan Jiang, Dong, Qiao-Li +3
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Topology Optimization in Engineering
paper · pdf · doi:10.48550/arxiv.1801.00561
openalex publication_date 2018/01/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The subgradient extragradient method for solving the variational inequality (VI) problem, which is introduced by Censor et al. \citeCGR, replaces the second projection onto the feasible set of the VI, in the extragradient method, with a subgradient projection onto some constructible half-space. Since the method has been introduced, many authors proposed extensions and modifications with applications to various problems. In this paper, we introduce a modified subgradient extragradient method by improving the stepsize of its second step. Convergence of the proposed method is proved under standard and mild conditions and primary numerical experiments illustrate the performance and advantage of this new subgradient extragradient variant.