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Self-adaptive operator splitting methods for monotone variational inequalities. (English) Zbl 1033.65047

The authors present a modified operator splitting method that adjusts the scalar parameter automatically. Exact and inexact forms of the modified method with selfadaptive variable parameter are suggested and proved to be convergent under moderate assumptions. There are many fundamental points worked out in the paper. Numerical results are interesting.

MSC:

65K10 Numerical optimization and variational techniques
49J40 Variational inequalities
49M37 Numerical methods based on nonlinear programming
47J06 Nonlinear ill-posed problems
47J20 Variational and other types of inequalities involving nonlinear operators (general)
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