AN INERTIAL TSENG'S EXTRAGRADIENT METHOD FOR SOLVING MULTI-VALUED VARIATIONAL INEQUALITIES WITH ONE PROJECTION

In this paper, we introduce an inertial Tseng's extragradient method for solving multi-valued variational inequalities, in which only one projection is needed at each iteration. We also obtain the strong convergence results of the proposed algorithm, provided that the multi-valued mapping is continuous and pseudomonotone with nonempty compact convex values. Moreover, numerical simulation results illustrate the efficiency of our method when compared to existing methods.