高等学校计算数学学报
高等學校計算數學學報
고등학교계산수학학보
NUMERICAL MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES
2001年
1期
56-62
,共7页
The projection methods proposed by Goldstein, Levitin and Polyak are the simplest iterative methods for solving monotone variational inequality problems.However, it is difficult to estimate the value of Lipschitz constant L and the strongly monotone modules α, which is necessary for the determination of the step-size in the method. In this paper, we propose an implementable step-size rule, which doesn't need the estimates of the value of L and α, and is almost as simple as the original one. Finally, we also present some numerical examples by using the proposed step size rule.
