An explicit algorithm for monotone variational inequalities
J.Y. Bello Cruz | Iusem, Alfredo
maximal monotone operators | monotone variational inequalities
We introduce a fully explicit method for solving monotone variational inequalities in Hilbert spaces, where orthogonal projections onto the feasible set are replaced by projections onto suitable hyperplanes. We prove weak convergence of the whole generated sequence to a solution of the problem under the only assumptions of continuity and monotonicity of the operator and existence of solutions.