A simple fork algorithm for solving pseudomonotone non-Lipschitz variational inequalities.

We introduce a new algorithm, improved from the Armijo line search one [M.V. Solodov and B.F. Svaiter, A new projection method for monotone variational inequality problems, SIAM J. Control Optim. 37 (1999), pp. 765–776]. Our algorithm converges under the same assumption but does not use the line search procedure in its steps. Our numerical experiments show that the new algorithm is more effective than some existing ones. [ABSTRACT FROM AUTHOR]