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计算数学 2000
ON THE STEPSIZE RULE OF EXTRAGRADIENT METHOD FOR MONOTONE VARIATIONAL INEQUALITIES
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Abstract:
It is known that stepsize's choice plays a key role in convergence and efficiency of the extragradient method, which is a special projection-type method, for solving monotone variational inequality problems. In this paper, by analyzing the existing stepsize rules, a predictor stepsize rule without the bounded restriction is proposed, and a corrector stepsize rule with (approximate) optimality is also presented. The corresponding convergence properties and numerical examples are shown.