Adaptive Two-Stage Bregman Method for Variational Inequalities

被引：8

作者：

Semenov, V. V. ^{[1
]}

Denisov, S. V. ^{[1
]}

Kravets, A. V. ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2021年 / 57卷 / 06期

关键词：

variational inequality; pseudo-monotonicity; Bregman divergence; two-stage method; adaptivity; convergence; EXTRAGRADIENT METHOD; CONVERGENCE;

D O I：

10.1007/s10559-021-00421-2

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The authors analyze the two-stage Popov method with Bregman divergence and a new adaptive rule for choosing the step size, which does not require the Lipschitz constants to be known and operator values at additional points to be calculated. For variational inequalities with pseudo-monotone and Lipschitz continuous operators acting in a finite-dimensional normed linear space, the convergence theorem for the method is proved.

引用

页码：959 / 967

页数：9

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