Projections Onto Super-Half-Spaces for Monotone Variational Inequality Problems in Finite-Dimensional Space.

Abstract

The variational inequality problem (VIP) is considered here. We present a general algorithmic scheme which employs projections onto hyperplanes that separate balls from the feasible set of the VIP instead of projections onto the feasible set itself. Our algorithmic scheme includes the classical projection method and Fukushima's subgradient projection method as special cases.