A modified inertial subgradient extragradient method for solving variational inequalities

被引:48
作者
Shehu, Yekini [1 ]
Iyiola, Olaniyi S. [2 ]
Reich, Simeon [3 ]
机构
[1] Zhejiang Normal Univ, Dept Math, Jinhua 321004, Zhejiang, Peoples R China
[2] Calif Univ Penn, Dept Math Comp Sci & Informat Syst, California, PA USA
[3] Technion Israel Inst Technol, Dept Math, IL-3200003 Haifa, Israel
基金
以色列科学基金会;
关键词
Hilbert space; Inertial step; Monotone operator; Subgradient extragradient method; Variational inequality;
D O I
10.1007/s11081-020-09593-w
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Various versions of inertial subgradient extragradient methods for solving variational inequalities have been and continue to be studied extensively in the literature. In many of the versions that were proposed and studied, the inertial factor, which speeds up the convergence of the method, is assumed to be less than 1, and in many cases, stringent conditions are also required in order to obtain convergence. Several of the conditions assumed in the literature make the proposed inertial subgradient extragradient method computationally difficult to implement in some cases. In the present paper, we investigate the subgradient extragradient algorithm for solving variational inequality problems in real Hilbert spaces and consider it with inertial extrapolation terms and self-adaptive step sizes. We present a relaxed version of this method with seemingly easier to implement conditions on the inertial factor and the relaxation parameter. In the method we propose, the inertial factor can be chosen in a special case to be 1, a choice which is not possible in the inertial subgradient extragradient methods proposed in the literature. We also provide some numerical examples which illustrate the effectiveness and competitiveness of our algorithm.
引用
收藏
页码:421 / 449
页数:29
相关论文
共 39 条
[1]  
Apostol RY., 2012, J COMPUT APPL MATH, V107, P3
[2]  
Aubin JP., 2006, APPL NONLINEAR ANAL
[3]  
Baiocchi C., 1984, VARIATIONAL QUASIVAR
[4]  
Bauschke HH, 2011, CMS BOOKS MATH, P1, DOI 10.1007/978-1-4419-9467-7
[5]   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
[6]   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
[7]   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
[8]   Inertial extragradient algorithms for strongly pseudomonotone variational inequalities [J].
Duong Viet Thong ;
Dang Van Hieu .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018, 341 :80-98
[9]  
Facchinei F, 2003, FINITE DIMENSIONAL V, VII
[10]   A subgradient extragradient algorithm with inertial effects for solving strongly pseudomonotone variational inequalities [J].
Fan, Jingjing ;
Liu, Liya ;
Qin, Xiaolong .
OPTIMIZATION, 2020, 69 (09) :2199-2215