We present a double projection algorithm for solving variational inequalities without monotonicity. If the solution of dual variational inequality does exist, then the sequence produced by our method is globally convergent to a solution. Under the same assumption, the sequence produced by known methods has only a subsequence converging to a solution. Numerical experiments are reported.
Citation
Accepted by Computational Optimization and Applications，DOI：10.1007/s10589-014-9659-7