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Convergence of an extragradient-type method for variational inequality with applications to optimal control problems

Authors: 

Phan Tu Vuong, Yekini Shehu

Source title: 
Numerical Algorithms, 81(1): 269-291, 2018 (ISI)
Academic year of acceptance: 
2018-2019
Abstract: 

Our aim in this paper is to introduce an extragradient-type method for solving variational inequality with uniformly continuous pseudomonotone operator. The strong convergence of the iterative sequence generated by our method is established in real Hilbert spaces. Our method uses computationally inexpensive Armijo-type linesearch procedure to compute the stepsize under reasonable assumptions. Finally, we give numerical implementations of our results for optimal control problems governed by ordinary differential equations.