Strong Convergence of a Double Projection-type Method for Monotone Variational Inequalities in Hilbert Spaces
نویسندگان
چکیده
We introduce a projection-type algorithm for solving monotone variational inequality problems in real Hilbert spaces. We prove that the whole sequence of iterates converges strongly to a solution of the variational inequality. The method uses only two projections onto the feasible set in each iteration in contrast to other strongly convergent algorithms which either require plenty of projections within a stepsize rule or have to compute projections on possibly more complicated sets. Some numerical results illustrate the practical behaviour of our method.
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