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 50 条
  • [21] S-iterative algorithm for solving variational inequalities
    Erturk, Muzeyyen
    Gursoy, Faik
    Simsek, Necip
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2021, 98 (03) : 435 - 448
  • [22] Distributed algorithm for solving variational inequalities over time-varying unbalanced digraphs
    Zhang, Yichen
    Tang, Yutao
    Tu, Zhipeng
    Hong, Yiguang
    CONTROL THEORY AND TECHNOLOGY, 2024, 22 (03) : 431 - 441
  • [23] Optimality in continuous-time multiobjective optimization and vector variational-like inequalities
    Ruiz-Garzon, G.
    Osuna-Gomez, R.
    Rufian-Lizana, A.
    Hernandez-Jimenez, B.
    TOP, 2015, 23 (01) : 198 - 219
  • [24] A Projection Algorithm for Non-Monotone Variational Inequalities
    Burachik, Regina S.
    Millan, R. Diaz
    SET-VALUED AND VARIATIONAL ANALYSIS, 2020, 28 (01) : 149 - 166
  • [25] A Projection Algorithm for Non-Monotone Variational Inequalities
    Regina S. Burachik
    R. Díaz Millán
    Set-Valued and Variational Analysis, 2020, 28 : 149 - 166
  • [26] A generalized proximal point algorithm with new step size update for solving monotone variational inequalities in real Hilbert spaces
    Zhou, Xiaolin
    Cai, Gang
    Cholamjiak, Prasit
    Kesornprom, Suparat
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2024, 438
  • [27] Dynamical Systems for Solving Variational Inequalities
    Trinh Ngoc Hai
    Journal of Dynamical and Control Systems, 2022, 28 : 681 - 696
  • [28] A simple fork algorithm for solving pseudomonotone non-Lipschitz variational inequalities
    Hai, Trinh Ngoc
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2021, 98 (09) : 1807 - 1820
  • [29] Dynamical Systems for Solving Variational Inequalities
    Hai, Trinh Ngoc
    JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS, 2022, 28 (04) : 681 - 696
  • [30] Error bounds for strongly monotone and Lipschitz continuous variational inequalities
    Khanh Duy Pham
    Nhut Minh Bui
    Optimization Letters, 2018, 12 : 971 - 984