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On variable-step relaxed projection algorithm for variational inequalities. (English) Zbl 1056.49018
Summary: Projection algorithms are practically useful for solving variational inequalities (VI). However some among them require the knowledge related to VI in advance, such as Lipschitz constant. Usually it is impossible in practice. This paper studies the variable-step basic projection algorithm and its relaxed version under a weak co-coercivity condition. The algorithms discussed need not know constant/function associated with the co-coercivity or weak co-coercivity and the step-size is varied from one iteration to the next. Under certain conditions the convergence of the variable-step basic projection algorithm is established. For the practical consideration, we also give the relaxed version of this algorithm, in which the projection onto a closed convex set is replaced by another projection at each iteration and the latter is easy to calculate. The convergence of the relaxed scheme is also obtained under certain assumptions. Finally, we apply these two algorithms to the Split Feasibility Problem (SFP).
49J40Variational methods including variational inequalities
65K10Optimization techniques (numerical methods)