Prediction-correction method with BB step sizes |
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Authors: | Xiaomei Dong Xingju Cai Deren Han |
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Institution: | 1. Jiangsu Key Laboratory for NSLSCS, School of Mathematical Sciences, Nanjing Normal University, Nanjing 210023, China2. School of Mathematics and Systems Science, Beihang University, Beijing 100191, China |
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Abstract: | In the prediction-correction method for variational inequality (VI) problems, the step size selection plays an important role for its performance. In this paper, we employ the Barzilai-Borwein (BB) strategy in the prediction step, which is efficient for many optimization problems from a computational point of view. To guarantee the convergence, we adopt the line search technique, and relax the conditions to accept the BB step sizes as large as possible. In the correction step, we utilize a longer step length to calculate the next iteration point. Finally, we present some preliminary numerical results to show the efficiency of the algorithms. |
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Keywords: | BB step sizes projection method prediction-correction method line search |
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