Virath Singh

Weak and Error-Bound Linear Convergence of a Safeguarded Anderson-Accelerated Subgradient Extragradient Method

We propose a safeguarded Anderson-accelerated subgradient extragradient method for variational inequalities in real Hilbert spaces. The method combines classical projection onto the feasible set with an explicit projection onto a supporting half space and finite memory Anderson correction. A self-adaptive step size wit...