Modified extragradient-like algorithms with new stepsizes for variational inequalities

被引：54

作者：

Dang Van Hieu ^{[1
]}

Pham Ky Anh ^{[2
]}

Le Dung Muu ^{[3
]}

机构：

[1] Ton Duc Thang Univ, Appl Anal Res Grp, Fac Math & Stat, Ho Chi Minh City, Vietnam

[2] Vietnam Natl Univ, Dept Math, 334 Nguyen Trai, Hanoi, Vietnam

[3] Thang Long Univ, TIMAS, Hanoi, Vietnam

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2019年 / 73卷 / 03期

关键词：

Variational inequality; Monotone operator; Extragradient method; Subgradient extragradient method; Projection method;

D O I：

10.1007/s10589-019-00093-x

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The paper concerns with an algorithm for approximating solutions of a variational inequality problem involving a Lipschitz continuous and monotone operator in a Hilbert space. The algorithm uses a new stepsize rule which does not depend on the Lipschitz constant and without any linesearch procedure. The resulting algorithm only requires to compute a projection on feasible set and a value of operator over each iteration. The convergence and the convergence rate of the algorithm are established. Some experiments are performed to show the numerical behavior of the proposed algorithm and also to compare its performance with those of others.

引用

页码：913 / 932

页数：20

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