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Volume 5, Issue 3, 1 June 2021, Pages 391-401
Abstract. In this paper, we propose a new algorithm for solving monotone but not Lipschitz-continuous variational inequalities. We consider a projected-type dynamical system and prove that the solution of this dynamical system converges to a desired solution in an ergodic sense.
How to Cite this Article:
Trinh Ngoc Hai, Continuous-time ergodic algorithm for solving monotone variational inequalities, J. Nonlinear Var. Anal. 5 (2021), 391-401.