Solving variational inequalities by a modified projection method with an effective step-size

摘要

In this paper, we propose a new projection method for the solution of variational inequality problems. The method is simple, which uses only function evaluations and projections onto the feasible set. We adopt a new step-size rule and a new search direction in the new method. Under the mild conditions, we prove the proposed method is globally convergent. Preliminary numerical results are reported.