A Projection‐Proximal Point Algorithm for Solving Generalized Variational Inequalities

In this paper, a projection‐proximal point method for solving a class of generalized variational inequalities is considered in Hilbert spaces. We investigate a general iterative algorithm, which consists of an inexact proximal point step followed by a suitable orthogonal projection onto a hyperplane. We prove the convergence of the algorithm for a pseudomonotone mapping with weakly upper semicontinuity and weakly compact and convex values. We also analyze the convergence rate of the iterative sequence under some suitable conditions.