• 제목/요약/키워드: extragradient method

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WEAK AND STRONG CONVERGENCE OF SUBGRADIENT EXTRAGRADIENT METHODS FOR PSEUDOMONOTONE EQUILIBRIUM PROBLEMS

  • Hieu, Dang Van
    • 대한수학회논문집
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    • 제31권4호
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    • pp.879-893
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    • 2016
  • In this paper, we introduce three subgradient extragradient algorithms for solving pseudomonotone equilibrium problems. The paper originates from the subgradient extragradient algorithm for variational inequalities and the extragradient method for pseudomonotone equilibrium problems in which we have to solve two optimization programs onto feasible set. The main idea of the proposed algorithms is that at every iterative step, we have replaced the second optimization program by that one on a specific half-space which can be performed more easily. The weakly and strongly convergent theorems are established under widely used assumptions for bifunctions.

MODIFIED SUBGRADIENT EXTRAGRADIENT ALGORITHM FOR PSEUDOMONOTONE EQUILIBRIUM PROBLEMS

  • Dang, Van Hieu
    • 대한수학회보
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    • 제55권5호
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    • pp.1503-1521
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    • 2018
  • The paper introduces a modified subgradient extragradient method for solving equilibrium problems involving pseudomonotone and Lipschitz-type bifunctions in Hilbert spaces. Theorem of weak convergence is established under suitable conditions. Several experiments are implemented to illustrate the numerical behavior of the new algorithm and compare it with a well known extragradient method.

THE SUBGRADIENT EXTRAGRADIENT METHOD FOR SOLVING MONOTONE BILEVEL EQUILIBRIUM PROBLEMS USING BREGMAN DISTANCE

  • Roushanak Lotfikar;Gholamreza Zamani Eskandani;Jong Kyu Kim
    • Nonlinear Functional Analysis and Applications
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    • 제28권2호
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    • pp.337-363
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    • 2023
  • In this paper, we propose a new subgradient extragradient algorithm for finding a solution of monotone bilevel equilibrium problem in reflexive Banach spaces. The strong convergence of the algorithm is established under monotone assumptions of the cost bifunctions with Bregman Lipschitz-type continuous condition. Finally, a numerical experiments is reported to illustrate the efficiency of the proposed algorithm.

STRONG CONVERGENCE OF AN EXTENDED EXTRAGRADIENT METHOD FOR EQUILIBRIUM PROBLEMS AND FIXED POINT PROBLEMS

  • Kim, Jong-Kyu;Anh, Pham Ngoc;Nam, Young-Man
    • 대한수학회지
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    • 제49권1호
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    • pp.187-200
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    • 2012
  • In this paper, we introduced a new extended extragradient iteration algorithm for finding a common element of the set of fixed points of a nonexpansive mapping and the set of solutions of equilibrium problems for a monotone and Lipschitz-type continuous mapping. And we show that the iterative sequences generated by this algorithm converge strongly to the common element in a real Hilbert space.

HALPERN TSENG'S EXTRAGRADIENT METHODS FOR SOLVING VARIATIONAL INEQUALITIES INVOLVING SEMISTRICTLY QUASIMONOTONE OPERATOR

  • Wairojjana, Nopparat;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
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    • 제27권1호
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    • pp.121-140
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    • 2022
  • In this paper, we study the strong convergence of new methods for solving classical variational inequalities problems involving semistrictly quasimonotone and Lipschitz-continuous operators in a real Hilbert space. Three proposed methods are based on Tseng's extragradient method and use a simple self-adaptive step size rule that is independent of the Lipschitz constant. The step size rule is built around two techniques: the monotone and the non-monotone step size rule. We establish strong convergence theorems for the proposed methods that do not require any additional projections or knowledge of an involved operator's Lipschitz constant. Finally, we present some numerical experiments that demonstrate the efficiency and advantages of the proposed methods.

A NEW EXPLICIT EXTRAGRADIENT METHOD FOR SOLVING EQUILIBRIUM PROBLEMS WITH CONVEX CONSTRAINTS

  • Muangchoo, Kanikar
    • Nonlinear Functional Analysis and Applications
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    • 제27권1호
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    • pp.1-22
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    • 2022
  • The purpose of this research is to formulate a new proximal-type algorithm to solve the equilibrium problem in a real Hilbert space. A new algorithm is analogous to the famous two-step extragradient algorithm that was used to solve variational inequalities in the Hilbert spaces previously. The proposed iterative scheme uses a new step size rule based on local bifunction details instead of Lipschitz constants or any line search scheme. The strong convergence theorem for the proposed algorithm is well-proven by letting mild assumptions about the bifunction. Applications of these results are presented to solve the fixed point problems and the variational inequality problems. Finally, we discuss two test problems and computational performance is explicating to show the efficiency and effectiveness of the proposed algorithm.

A NEW METHOD FOR A FINITE FAMILY OF PSEUDOCONTRACTIONS AND EQUILIBRIUM PROBLEMS

  • Anh, P.N.;Son, D.X.
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1179-1191
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    • 2011
  • In this paper, we introduce a new iterative scheme for finding a common element of the set of fixed points of a finite family of strict pseudocontractions and the solution set of pseudomonotone and Lipschitz-type continuous equilibrium problems. The scheme is based on the idea of extragradient methods and fixed point iteration methods. We show that the iterative sequences generated by this algorithm converge strongly to the common element in a real Hilbert space.

A VISCOSITY TYPE PROJECTION METHOD FOR SOLVING PSEUDOMONOTONE VARIATIONAL INEQUALITIES

  • Muangchoo, Kanikar
    • Nonlinear Functional Analysis and Applications
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    • 제26권2호
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    • pp.347-371
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    • 2021
  • A plethora of applications from mathematical programmings, such as minimax, mathematical programming, penalization and fixed point problems can be framed as variational inequality problems. Most of the methods that used to solve such problems involve iterative methods, that is why, in this paper, we introduce a new extragradient-like method to solve pseudomonotone variational inequalities in a real Hilbert space. The proposed method has the advantage of a variable step size rule that is updated for each iteration based on previous iterations. The main advantage of this method is that it operates without the previous knowledge of the Lipschitz constants of an operator. A strong convergence theorem for the proposed method is proved by letting the mild conditions on an operator 𝒢. Numerical experiments have been studied in order to validate the numerical performance of the proposed method and to compare it with existing methods.

ON STRONG CONVERGENCE THEOREMS FOR A VISCOSITY-TYPE TSENG'S EXTRAGRADIENT METHODS SOLVING QUASIMONOTONE VARIATIONAL INEQUALITIES

  • Wairojjana, Nopparat;Pholasa, Nattawut;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
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    • 제27권2호
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    • pp.381-403
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    • 2022
  • The main goal of this research is to solve variational inequalities involving quasimonotone operators in infinite-dimensional real Hilbert spaces numerically. The main advantage of these iterative schemes is the ease with which step size rules can be designed based on an operator explanation rather than the Lipschitz constant or another line search method. The proposed iterative schemes use a monotone and non-monotone step size strategy based on mapping (operator) knowledge as a replacement for the Lipschitz constant or another line search method. The strong convergences have been demonstrated to correspond well to the proposed methods and to settle certain control specification conditions. Finally, we propose some numerical experiments to assess the effectiveness and influence of iterative methods.

COMMON SOLUTION TO GENERALIZED MIXED EQUILIBRIUM PROBLEM AND FIXED POINT PROBLEM FOR A NONEXPANSIVE SEMIGROUP IN HILBERT SPACE

  • DJAFARI-ROUHANI, BEHZAD;FARID, MOHAMMAD;KAZMI, KALEEM RAZA
    • 대한수학회지
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    • 제53권1호
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    • pp.89-114
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    • 2016
  • In this paper, we introduce and study an explicit hybrid relaxed extragradient iterative method to approximate a common solution to generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup in Hilbert space. Further, we prove that the sequence generated by the proposed iterative scheme converges strongly to the common solution to generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup. This common solution is the unique solution of a variational inequality problem and is the optimality condition for a minimization problem. The results presented in this paper are the supplement, improvement and generalization of the previously known results in this area.