A Totally Relaxed, Self-Adaptive Tseng Extragradient Method for Monotone Variational Inequalities

In this work, we study a class of variational inequality problems defined over the intersection of sub-level sets of a countable family of convex functions. We propose a new iterative method for approximating the solution within the framework of Hilbert spaces. The method incorporates several strategies, including inertial effects, a self-adaptive step size, and a relaxation technique, to enhance convergence properties. Notably, it requires computing only a single projection onto a half space. Using some mild conditions, we prove that the sequence generated by our proposed method is strongly convergent to a minimum-norm solution to the problem. Finally, we present some numerical results that validate the applicability of our proposed method.