Abstract:In 2012, Censor etc proposed an algorithm for solving pseudo-monotone variational inequalities in Euclidean space. The algorithm achieves global convergence under the condition that the mapping is Lipschitz continuous and pseudo-monotone, based on which the algorithm is extended to generalized variational inequalities, and the global convergence of the algorithm is proved under the condition that the set-valued map is continuous and pseudo-monotone. Numerical experiments are conducted to confirm the feasibility of new algorithm.