1st commit

Author: tmigot

src/VariationalInequalitySolver.jl

@@ -52,6 +52,7 @@ function project!(model::NLSVIModel, d::AbstractVector{T}, Px::AbstractVector{T}
   return Px
 end
 
+include("solvers/projectionVI.jl")
 #=
 include("projector/ProjNLP.jl")
 include("solvers/penalizedVI.jl")

src/solvers/projectionVI.jl

@@ -0,0 +1,33 @@
+export ProjectionVI
+
+function ProjectionVI(
+  model::AbstractVIModel,
+  x0::AbstractVector;
+  prec :: Float64 = 1e-6,
+  rho0 :: Float64 = 0.5,
+  itmax :: Int64 = 10000,
+)
+  xk = copy(x0)
+  xkp = similar(xk)
+  rho = rho0
+  i=0
+  OK = false
+  Fx = similar(xk)
+  residual!(model, xk, Fx)
+  Fx .*= rho
+  Fx .+= xk # xk + rho * F(xk)
+
+  #main loop
+  while !OK
+    residual!(model, xk, Fx)
+    Fx .*= rho
+    Fx .+= xk # xk + rho * F(xk)
+    proj!(model, Fx, xkp) # possible failure here
+
+    i=i+1
+    OK=(i>=itmax) || (norm(xk-xkp,Inf)<prec*rho )
+    xk = copy(xkp)
+  end #end of main loop
+
+  return xk
+end

test/runtests.jl

@@ -9,4 +9,5 @@ Random.seed!(1234)
   vi = NLSVIModel(nls)
   xr = rand(2)
   @test project(vi, xr) == xr
+  sol = ProjectionVI(vi, xr)
 end