A new approximate proximal-extragradient type method for system of monotone variational inequalities

摘要

In this paper, we extended our recent modified approximate proximal point algorithm (APPA) published in [16] to solve system of monotone variational inequalities (SMVI). Under some mild conditions, we show that the proposed method is globally convergent. The results presented in this paper generalize and improve the inexact proximal point algorithm for SMVI proposed in [17]. The proposed method is quite general and flexible and includes several well-known results.