Adaptive extragradient methods for solving variational inequalities in real Hilbert spaces

被引:0
作者
Duong Viet Thong [1 ]
Xiao-Huan Li [2 ]
Qiao-Li Dong [3 ,4 ]
Hoang Van Thang [5 ]
Luong Van Long [5 ]
机构
[1] Thu Dau Mot Univ, Div Appl Math, Thu Dau Mot, Binh Duong Prov, Vietnam
[2] Shandong Univ Technol, Sch Math & Stat, Zibo 255000, Peoples R China
[3] Civil Aviat Univ China, Tianjin Key Lab Adv Signal Proc, Tianjin 300300, Peoples R China
[4] Civil Aviat Univ China, Coll Sci, Tianjin 300300, Peoples R China
[5] Natl Econ Univ, Fac Math Econ, Hanoi, Vietnam
关键词
pseudomonotone mapping; subgradient extragradient method; uniformly mapping; variational inequality problem; viscosity method; APPROXIMATION METHODS; MONOTONE-OPERATORS; STRONG-CONVERGENCE; WEAK-CONVERGENCE; FIXED-POINTS; PROJECTION; ALGORITHMS;
D O I
10.1515/ijnsns-2021-0459
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The projection technique is a very important method and efficient for solving variational inequality problems. In this study, we developed the subgradient extragradient method for solving pseudomonotone variational inequality in real Hilbert spaces. Our first algorithm requires only computing one projection onto the feasible set per iteration and the strong convergence is proved without the prior knowledge of the Lipschitz constant as well as the sequentially weak continuity of the associated mapping. The second algorithm uses the linesearch procedure such that its convergence does not require the Lipschitz continuous condition of the variational inequality mapping. Finally, some numerical experiments are provided to demonstrate the advantages and efficiency of the proposed methods.
引用
收藏
页码:917 / 937
页数:21
相关论文
共 49 条
[1]   An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping [J].
Alvarez, F ;
Attouch, H .
SET-VALUED ANALYSIS, 2001, 9 (1-2) :3-11
[2]  
Antipin AS., 1976, Ekonomika i Matematicheskie Metody, V12, P1164
[3]   The forward-backward-forward method from continuous and discrete perspective for pseudo-monotone variational inequalities in Hilbert spaces [J].
Bot, R., I ;
Csetnek, E. R. ;
Vuong, P. T. .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 287 (01) :49-60
[4]   Strong convergence theorem by a hybrid extragradient-like approximation method for variational inequalities and fixed point problems [J].
Ceng, Lu-Chuan ;
Hadjisavvas, Nicolas ;
Wong, Ngai-Ching .
JOURNAL OF GLOBAL OPTIMIZATION, 2010, 46 (04) :635-646
[5]   The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space [J].
Censor, Y. ;
Gibali, A. ;
Reich, S. .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2011, 148 (02) :318-335
[6]   Strong convergence of subgradient extragradient methods for the variational inequality problem in Hilbert space [J].
Censor, Yair ;
Gibali, Aviv ;
Reich, Simeon .
OPTIMIZATION METHODS & SOFTWARE, 2011, 26 (4-5) :827-845
[7]   Algorithms for the Split Variational Inequality Problem [J].
Censor, Yair ;
Gibali, Aviv ;
Reich, Simeon .
NUMERICAL ALGORITHMS, 2012, 59 (02) :301-323
[8]   Extensions of Korpelevich's extragradient method for the variational inequality problem in Euclidean space [J].
Censor, Yair ;
Gibali, Aviv ;
Reich, Simeon .
OPTIMIZATION, 2012, 61 (09) :1119-1132
[9]   PSEUDOMONOTONE COMPLEMENTARITY-PROBLEMS IN HILBERT-SPACE [J].
COTTLE, RW ;
YAO, JC .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1992, 75 (02) :281-295
[10]   Convergence of the Modified Extragradient Method for Variational Inequalities with Non-Lipschitz Operators [J].
Denisov S.V. ;
Semenov V.V. ;
Chabak L.M. .
Cybernetics and Systems Analysis, 2015, 51 (05) :757-765