Strong Convergence of Extragradient-Type Method to Solve Pseudomonotone Variational Inequalities Problems

A number of applications from mathematical programmings, such as minimax problems, penalization methods and fixed-point problems can be formulated as a variational inequality model. Most of the techniques used to solve such problems involve iterative algorithms, and that is why, in this paper, we introduce a new extragradient-like method to solve the problems of variational inequalities in real Hilbert space involving pseudomonotone operators. The method has a clear advantage because of a variable stepsize formula that is revised on each iteration based on the previous iterations. The key advantage of the method is that it works without the prior knowledge of the Lipschitz constant. Strong convergence of the method is proved under mild conditions. Several numerical experiments are reported to show the numerical behaviour of the method.

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