Abstract
We formulate and analyze a generalized extragradient method for the iterative solution of variational inequalities of the second kind of the form \(f(u)+\partial \phi (u)\ni 0\), where f is a monotone Lipschitz continuous function and \(\phi :H\mapsto (-\infty ,\infty ]\) is a proper lower semi-continuous convex function defined on a Hilbert space. An illustrative example is included in the paper.
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The author is grateful to the anonymous referees for their suggestions which improved the content and presentation of the paper.
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Uko, L.U. A generalized extragradient method for variational inequalities of the second kind. Comp. Appl. Math. 43, 2 (2024). https://doi.org/10.1007/s40314-023-02499-0
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DOI: https://doi.org/10.1007/s40314-023-02499-0
Keywords
- Variational inequalities
- Variational inequalities of the second kind
- Extragradient method
- Generalized extragradient method
- Epigraph of a convex function