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A self-adaptive projection and contraction method for monotone symmetric linear variational inequalities. (English) Zbl 1037.65066
A modification of projection methods in finite dimensional spaces for symmetric variational inequalities of type (x-x * ) T (Hx * +C)0,xΩ with nonempty closed convex set Ω is considered. A known iterative method which bases on an equivalent fixed point formulation x=P Ω (x-β(Hx+c)) is modified by replacing the constant β>0 by parameters β k which are adapted to the iterates x k . A convergence theorem is established and numerical examples are given. However, in the experiments the earlier restrictions for the choice of β k are relaxed.
MSC:
65K10Optimization techniques (numerical methods)
49J40Variational methods including variational inequalities