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October  2007, 3(4): 645-654. doi: 10.3934/jimo.2007.3.645

A relaxed extragradient-like method for a class of constrained optimization problem

 1 Institute of Operations Research, Qufu Normal University, Shandong, 276826, China 2 Department of Applied Mathematics, Beijing Jiaotong University, Beijing, 100044, P.R., China

Received  September 2006 Revised  April 2007 Published  October 2007

This paper presents a relaxed extragradient-like method for solving the convexly constrained minimization with optimal value zero. The method is a combination of the extragradient-like algorithm and a halfspace-relaxation technique to the constrained set of the problem. Each iteration of the proposed method consists of the projection onto a halfspace containing the given closed convex set. The method is implemented very easily and is proven to be fully convergent to the solution. Preliminary computational experience is also reported.
Citation: Biao Qu, Naihua Xiu. A relaxed extragradient-like method for a class of constrained optimization problem. Journal of Industrial & Management Optimization, 2007, 3 (4) : 645-654. doi: 10.3934/jimo.2007.3.645
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