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An inertial Tseng's extragradient method for solving multi-valued variational inequalities with one projection (2011.12825v1)
Published 25 Nov 2020 in math.OC
Abstract: In this paper, we introduce an inertial Tseng's extragradient method for solving multi-valued variational inequalits, in which only one projection is needed at each iterate. We also obtain the strong convergence results of the proposed algorithm, provided that the multi-valued mapping is continuous and pseudomonotone with nonempty compact convex values. Moreover, numerical simulation results illustrate the efficiency of our method when compared to existing methods.