• 제목/요약/키워드: subgradient method

검색결과 29건 처리시간 0.02초

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.

Weak and Strong Convergence of Hybrid Subgradient Method for Pseudomonotone Equilibrium Problems and Nonspreading-Type Mappings in Hilbert Spaces

  • Sriprad, Wanna;Srisawat, Somnuk
    • Kyungpook Mathematical Journal
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    • 제59권1호
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    • pp.83-99
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    • 2019
  • In this paper, we introduce a hybrid subgradient method for finding an element common to both the solution set of a class of pseudomonotone equilibrium problems, and the set of fixed points of a finite family of ${\kappa}$-strictly presudononspreading mappings in a real Hilbert space. We establish some weak and strong convergence theorems of the sequences generated by our iterative method under some suitable conditions. These convergence theorems are investigated without the Lipschitz condition for bifunctions. Our results complement many known recent results in the literature.

다중사용자 OFDM 광대역 무선인터넷 시스템의 자원할당 방법 (Resouce Allocation for Multiuser OFDM Systems)

  • 정용주;백천현;김후곤
    • 한국경영과학회지
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    • 제32권3호
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    • pp.33-46
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    • 2007
  • This study deals with the adaptive multiuser OFDM (Orthogonal Frequency Division Multiplexing) system which adjusts the resource allocation according to the environmental changes in such as wireless and quality of service required by users. The resource allocation includes subcarrier assignment to users, modulation method and power used for subcarriers. We first develop a general optimization model which maximizes data throughput while satisfying data rates required by users and total power constraints. Based on the property that this problem has the 0 duality gap, we apply the subgradient dual optimization method which obtains the solution of the dual problem by iteration of simple calculations. Extensive experiments with realistic data have shown that the subgradient dual method is applicable to the real world system, and can be used as a dynamic resource allocation mechanism.

Halpern Subgradient Method for Pseudomonotone Equilibrium Problems in Hilbert Space

  • Thang, Tran Van;Khoa, Nguyen Minh
    • Kyungpook Mathematical Journal
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    • 제62권3호
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    • pp.533-555
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    • 2022
  • In this paper, we introduce a new algorithm for finding a solution of an equilibrium problem in a real Hilbert space. Our paper extends the single projection method to pseudomonotone variational inequalities, from a 2018 paper of Shehu et. al., to pseudomonotone equilibrium problems in a real Hilbert space. On the basis of the given algorithm for the equilibrium problem, we develop a new algorithm for finding a common solution of a equilibrium problem and fixed point problem. The strong convergence of the algorithm is established under mild assumptions. Several of fundamental experiments in finite (infinite) spaces are provided to illustrate the numerical behavior of the algorithm for the equilibrium problem and to compare it with other algorithms.

AN APPLICATION OF LAGRANGIAN RELAXATION ALD SUBGRADIENT METHOD FOR A DYNAMIC UNCAPAITATED FACILITY COCATION PROBLEM

  • Song, Jae-Wook;Kim, Sheung-Kown
    • 한국경영과학회지
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    • 제13권2호
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    • pp.47-58
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    • 1988
  • The dynamic uncapacitated facility location model is formulated by a mixed integer programming. It has the objective of minimizing total discounted costs for meeting demands specified in different time periods at various demand centers. Costs include those for operation of facilities to demand centers and a fixed cost associated with the capital investment. The problem is decomposed into two simple Lagrangian relaxed subproblems which are coordinated by Lagrangian multipliers. We explored the effect of using the subgradient optimization procedure and a viable solution approach is proposed. Computational results are presented and further research directions are discussed.

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A QUASI-NEWTON BUNDLE METHOD BASED ON APPROXIMATE SUBGRADIENTS

  • Jie, Shen;Pang, Li-Ping
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.361-367
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    • 2007
  • In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.

A Study for Scheduling Jobs on Unrelated Parallel Processors

  • Kang, Suk-Ho;Park, Sung-Soo
    • 한국국방경영분석학회지
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    • 제9권1호
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    • pp.51-61
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    • 1983
  • Lagrangian relaxation is used to the problem of scheduling jobs on unrelated parallel processors with the objective of minimizing makespan. The implicit condition for optimality is drawn out explicitly in order to apply the subgradient algorithm. To obtain the optimal solution, branch-and-bound-search method is devised. In the search, the special structure of the problem is exploited effectively, Some computational experiences with the algorithm are presented, and comparisons are made with the Land and Doig method.

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