CONTINUOUS-TIME ERGODIC ALGORITHM FOR SOLVING MONOTONE VARIATIONAL INEQUALITIES

被引：4
作者：
Hai, Trinh Ngoc [1 ]
机构：
[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, 1 Dai Co Viet, Hanoi, Vietnam
来源：
JOURNAL OF NONLINEAR AND VARIATIONAL ANALYSIS | 2021年 / 5卷 / 03期
关键词：
Dynamical system; Variational inequality; Equilibrium problem; Ergodic algorithm; PROJECTION METHOD; CONVERGENCE; STABILITY;
D O I：
10.23952/jnva.5.2021.3.04
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we propose a new algorithm for solving monotone but not Lipschitz-continuous variational inequalities. We consider a projected-type dynamical system and prove that the solution of this dynamical system converges to a desired solution in an ergodic sense.
引用
收藏
页码：391 / 401
页数：11
相关论文
共 28 条
[1]   On ergodic algorithms for equilibrium problems [J].
Anh, P. N. ;
Hai, T. N. ;
Tuan, P. M. .
JOURNAL OF GLOBAL OPTIMIZATION, 2016, 64 (01) :179-195
[2]  
Bao TQ, 2005, NONCONVEX OPTIM, V77, P113
[3]  
Bauschke HH, 2011, CMS BOOKS MATH, P1, DOI 10.1007/978-1-4419-9467-7
[4]   An explicit algorithm for monotone variational inequalities [J].
Bello Cruz, J. Y. ;
Iusem, A. N. .
OPTIMIZATION, 2012, 61 (07) :855-871
[5]   Convergence of direct methods for paramonotone variational inequalities [J].
Bello Cruz, J. Y. ;
Iusem, A. N. .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2010, 46 (02) :247-263
[6]   STRONG CONVERGENCE ANALYSIS OF A HYBRID ALGORITHM FOR NONLINEAR OPERATORS IN A BANACH SPACE [J].
Cho, Sun Young .
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2018, 8 (01) :19-31
[7]  
Facchinei F, 2003, FINITE DIMENSIONAL V, VII
[8]  
Iiduka H., 2009, J MATH MODEL ALGORIT, V8, P1, DOI [10.1007/s10852-008-9099-4, DOI 10.1007/S10852-008-9099-4]
[9]   Fixed point optimization algorithm and its application to power control in CDMA data networks [J].
Iiduka, Hideaki .
MATHEMATICAL PROGRAMMING, 2012, 133 (1-2) :227-242
[10]   A new iterative algorithm for the variational inequality problem over the fixed point set of a firmly nonexpansive mapping [J].
Iiduka, Hideaki .
OPTIMIZATION, 2010, 59 (06) :873-885
123