The extragradient algorithm with inertial effects for solving the variational inequality

In this article, we introduce an algorithms by incorporating inertial terms in the extragradient algorithm. A weak convergence theorem is established for the proposed algorithm. Numerical experiments show that the inertial algorithms speed up the original ones.

Saved in:
Bibliographic Details
Published inOptimization Vol. 65; no. 12; pp. 2217 - 2226
Main Authors Dong, Qiao-Li, Lu, Yan-Yan, Yang, Jinfeng
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 01.12.2016
Taylor & Francis LLC
Subjects
Algorithms
Convergence
extragradient algorithm
Inequalities
inertial type algorithm
Optimization
Portfolio management
Theorems
Variational inequality
weak convergence
Online AccessGet full text

Cover

More Information
Summary:In this article, we introduce an algorithms by incorporating inertial terms in the extragradient algorithm. A weak convergence theorem is established for the proposed algorithm. Numerical experiments show that the inertial algorithms speed up the original ones.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ObjectType-Article-1
ObjectType-Feature-2
content type line 23
ISSN:0233-1934
1029-4945
DOI:10.1080/02331934.2016.1239266