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Volume 4, Issue 3, 1 December 2022, Pages 341-355
Abstract. In this paper, we propose an iterative algorithm by combining the selective projection method and the stochastic approximation method for solving a stochastic pseudomonotone variational inequality problem. Compared with many known related algorithms, the proposed algorithm uses a simpler adaptive rule to deal with the unknown Lipschitz constant of the involved mapping. The convergence is proved and convergence rate is estimated for the proposed algorithm. Finally, a numerical example is given to illustrate the effectiveness of the proposed algorithm.
How to Cite this Article:
S. Wang, R. Lin, Y. Shi, A stochastic selective projection method for solving a constrained stochastic variational inequality problem, J. Appl. Numer. Optim. 4 (2022), 341-355.