The main purpose of this paper is to introduce and deal with a self adaptive inertial subgradient extragradient iterative algorithm with a new and interesting stepsize rule in real Hilbert spaces.Under some proper con...The main purpose of this paper is to introduce and deal with a self adaptive inertial subgradient extragradient iterative algorithm with a new and interesting stepsize rule in real Hilbert spaces.Under some proper control conditions imposed on the coefficients and operators,we prove a new strong convergence result for solving variational inequalities with regard to pseudomonotone and Lipschitzian operators.Moreover,some numerical simulation results are given to show the rationality and validity of our algorithm.展开更多
In this paper we study the proximal point algorithm (PPA) based predictioncorrection (PC) methods for monotone variational inequalities. Each iteration of these methods consists of a prediction and a correction. The p...In this paper we study the proximal point algorithm (PPA) based predictioncorrection (PC) methods for monotone variational inequalities. Each iteration of these methods consists of a prediction and a correction. The predictors are produced by inexact PPA steps. The new iterates are then updated by a correction using the PPA formula. We present two profit functions which serve two purposes: First we show that the profit functions are tight lower bounds of the improvements obtained in each iteration. Based on this conclusion we obtain the convergence inexactness restrictions for the prediction step. Second we show that the profit functions are quadratically dependent upon the step lengths, thus the optimal step lengths are obtained in the correction step. In the last part of the paper we compare the strengths of different methods based on their inexactness restrictions.展开更多
The classical variational inequality problem with a Lipschitzian and strongly monotone operator on a nonempty closed convex subset in a real Hilbert space is studied. A new three-step relaxed hybrid steepest-descent m...The classical variational inequality problem with a Lipschitzian and strongly monotone operator on a nonempty closed convex subset in a real Hilbert space is studied. A new three-step relaxed hybrid steepest-descent method for this class of variational inequalities is introduced. Strong convergence of this method is established under suitable assumptions imposed on the algorithm parameters.展开更多
The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and ...The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and operations research. Barker and Pang[1] have given an excellent survey of theories, methods and applications of VIPs.展开更多
In this paper, we study the regularization methods to approximate the solutions of the variational inequalities with monotone hemi-continuous operator having perturbed operators arbitrary. Detail, we shall study regul...In this paper, we study the regularization methods to approximate the solutions of the variational inequalities with monotone hemi-continuous operator having perturbed operators arbitrary. Detail, we shall study regularization methods to approximate solutions of following variational inequalities: and with operator A being monotone hemi-continuous form real Banach reflexive X into its dual space X*, but instead of knowing the exact data (y<sub>0</sub>, A), we only know its approximate data satisfying certain specified conditions and D is a nonempty convex closed subset of X;the real function f defined on X is assumed to be lower semi-continuous, convex and is not identical to infinity. At the same time, we will evaluate the convergence rate of the approximate solution. The regularization methods here are different from the previous ones.展开更多
Using a modified subgradient extragradient algorithm, this paper proposed a novel approach to solving a supply chain network equilibrium model. The method extends the scope of optimisation and improves the accuracy at...Using a modified subgradient extragradient algorithm, this paper proposed a novel approach to solving a supply chain network equilibrium model. The method extends the scope of optimisation and improves the accuracy at each iteration by incorporating adaptive parameter selection and a more general subgradient projection operator. The advantages of the proposed method are highlighted by the proof of strong convergence presented in the paper. Several concrete examples are given to demonstrate the effectiveness of the algorithm, with comparisons illustrating its superior CPU running time compared to alternative techniques. The practical applicability of the algorithm is also demonstrated by applying it to a realistic supply chain network model.展开更多
Abstract Some modified Levitin Polyak projection methods are proposed in this paper for solving monotone linear variational inequalityx∈Ω,(x′-x) T(Hx+c)≤0,\ x′∈Ω.It is pointed out that there are similar methods...Abstract Some modified Levitin Polyak projection methods are proposed in this paper for solving monotone linear variational inequalityx∈Ω,(x′-x) T(Hx+c)≤0,\ x′∈Ω.It is pointed out that there are similar methods for solving a general linear variational inequality.展开更多
In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition...In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition, we present a novel globally convergent inexact active set method which is closely related to truncated multigrid. The numerical properties of algorithms are carefully assessed by means of a degenerate problem and a problem with a complicated coincidence set.展开更多
In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient ext...In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient extragradient method and the projection contraction method.Some very recent papers have considered different inertial algorithms which allowed the inertial factor is chosen in[0;1].The purpose of this work is to continue working in this direction,we propose another inertial subgradient extragradient method that the inertial factor can be chosen in a special case to be 1.Under suitable mild conditions,we establish the weak convergence of the proposed algorithm.Moreover,linear convergence is obtained under strong pseudomonotonicity and Lipschitz continuity assumptions.Finally,some numerical illustrations are given to confirm the theoretical analysis.展开更多
Based on the nonlinear characiers of the discrete problems of some ellipticalvariational inequalities, this paper presents a numerical iterative method, the schemesof which are pithy and converge rapidly The new metho...Based on the nonlinear characiers of the discrete problems of some ellipticalvariational inequalities, this paper presents a numerical iterative method, the schemesof which are pithy and converge rapidly The new method possesses a high efficiency. insolving such applied engineering problems as obstacle problems and .free boundary.problems arising in fluid lubrications.展开更多
The approximation solvability of a generalized system for strongly g-r- pseudomonotonic nonlinear variational inequalities in Hilbert spaces is studied based on the convergence of the projection method. The results pr...The approximation solvability of a generalized system for strongly g-r- pseudomonotonic nonlinear variational inequalities in Hilbert spaces is studied based on the convergence of the projection method. The results presented in this paper improve, generalize and unify some recent results in the literature.展开更多
In this work,we investigate a classical pseudomonotone and Lipschitz continuous variational inequality in the setting of Hilbert space,and present a projection-type approximation method for solving this problem.Our me...In this work,we investigate a classical pseudomonotone and Lipschitz continuous variational inequality in the setting of Hilbert space,and present a projection-type approximation method for solving this problem.Our method requires only to compute one projection onto the feasible set per iteration and without any linesearch procedure or additional projections as well as does not need to the prior knowledge of the Lipschitz constant and the sequentially weakly continuity of the variational inequality mapping.A strong convergence is established for the proposed method to a solution of a variational inequality problem under certain mild assumptions.Finally,we give some numerical experiments illustrating the performance of the proposed method for variational inequality problems.展开更多
Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approx...Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA （APPA） are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.展开更多
In this paper, we provide a maximum norm analysis of an overlapping Schwarz method on nonmatching grids for a quasi-variational inequalities related to ergodic control problems studied by M. Boulbrachene [1], where t...In this paper, we provide a maximum norm analysis of an overlapping Schwarz method on nonmatching grids for a quasi-variational inequalities related to ergodic control problems studied by M. Boulbrachene [1], where the “discount factor” (i.e., the zero order term) is set to 0, we use an overlapping Schwarz method on nonmatching grid which consists in decomposing the domain in two sub domains, where the discrete alternating Schwarz sequences in sub domains converge to the solution of the ergodic control IQV for the zero order term. For and under a discrete maximum principle we show that the discretization on each sub domain converges quasi-optimally in the norm to 0.展开更多
A projected subgradient method for solving a class of set-valued mixed variational inequalities （SMVIs） is proposed when the mapping is not necessarily Lipschitz. Under some suitable conditions, it can be proven tha...A projected subgradient method for solving a class of set-valued mixed variational inequalities （SMVIs） is proposed when the mapping is not necessarily Lipschitz. Under some suitable conditions, it can be proven that the sequence generated by the method can strongly converge to the unique solution to the problem in the Hilbert spaces.展开更多
This paper presents new implicit algorithms for solving the variational inequality and shows that the proposed methods converge under certain conditions. Some special cases are also discussed.
The Schwarz method for a class of elliptic variational inequalities with noncoercive operator was studied in this work. The author proved the error estimate in L∞-norm for two domains with overlapping nonmatching gri...The Schwarz method for a class of elliptic variational inequalities with noncoercive operator was studied in this work. The author proved the error estimate in L∞-norm for two domains with overlapping nonmatching grids using the geometrical convergence of solutions and the uniform convergence of subsolutions.展开更多
A new system for relaxed cocoercive non-linear variational inequalities in uniformly smooth Banach spaces is introduced and studied using the convergence of projection methods.Our results generalize and improve the co...A new system for relaxed cocoercive non-linear variational inequalities in uniformly smooth Banach spaces is introduced and studied using the convergence of projection methods.Our results generalize and improve the corresponding results of recent works.展开更多
In this paper,we consider a new algorithm for a generalized system for relaxed coercive nonlinear inequalities involving three different operators in Hilbert spaces by the convergence of projection methods.Our results...In this paper,we consider a new algorithm for a generalized system for relaxed coercive nonlinear inequalities involving three different operators in Hilbert spaces by the convergence of projection methods.Our results include the previous results as special cases extend and improve the main results obtained by many others.展开更多
Many approaches have been put forward to resolve the variational inequality problem. The subgradient extragradient method is one of the most effective. This paper proposes a modified subgradient extragradient method a...Many approaches have been put forward to resolve the variational inequality problem. The subgradient extragradient method is one of the most effective. This paper proposes a modified subgradient extragradient method about classical variational inequality in a real Hilbert interspace. By analyzing the operator’s partial message, the proposed method designs a non-monotonic step length strategy which requires no line search and is independent of the value of Lipschitz constant, and is extended to solve the problem of pseudomonotone variational inequality. Meanwhile, the method requires merely one map value and a projective transformation to the practicable set at every iteration. In addition, without knowing the Lipschitz constant for interrelated mapping, weak convergence is given and R-linear convergence rate is established concerning algorithm. Several numerical results further illustrate that the method is superior to other algorithms.展开更多
文摘The main purpose of this paper is to introduce and deal with a self adaptive inertial subgradient extragradient iterative algorithm with a new and interesting stepsize rule in real Hilbert spaces.Under some proper control conditions imposed on the coefficients and operators,we prove a new strong convergence result for solving variational inequalities with regard to pseudomonotone and Lipschitzian operators.Moreover,some numerical simulation results are given to show the rationality and validity of our algorithm.
基金The author was supported by NSFC Grant 10271054MOEC grant 20020284027 and Jiangsur NSF grant BK20002075.
文摘In this paper we study the proximal point algorithm (PPA) based predictioncorrection (PC) methods for monotone variational inequalities. Each iteration of these methods consists of a prediction and a correction. The predictors are produced by inexact PPA steps. The new iterates are then updated by a correction using the PPA formula. We present two profit functions which serve two purposes: First we show that the profit functions are tight lower bounds of the improvements obtained in each iteration. Based on this conclusion we obtain the convergence inexactness restrictions for the prediction step. Second we show that the profit functions are quadratically dependent upon the step lengths, thus the optimal step lengths are obtained in the correction step. In the last part of the paper we compare the strengths of different methods based on their inexactness restrictions.
基金Project supported by the Key Science Foundation of Education Department of Sichuan Province of China (No.2003A081)Sichuan Province Leading Academic Discipline Project (No.SZD0406)
文摘The classical variational inequality problem with a Lipschitzian and strongly monotone operator on a nonempty closed convex subset in a real Hilbert space is studied. A new three-step relaxed hybrid steepest-descent method for this class of variational inequalities is introduced. Strong convergence of this method is established under suitable assumptions imposed on the algorithm parameters.
基金The NNSF (10071031) of China and National 973 Project.
文摘The finite-dimensional variational inequality problem (VIP) has been studied extensively in the literature because of its successful applications in many fields such as economics, transportation, regional science and operations research. Barker and Pang[1] have given an excellent survey of theories, methods and applications of VIPs.
文摘In this paper, we study the regularization methods to approximate the solutions of the variational inequalities with monotone hemi-continuous operator having perturbed operators arbitrary. Detail, we shall study regularization methods to approximate solutions of following variational inequalities: and with operator A being monotone hemi-continuous form real Banach reflexive X into its dual space X*, but instead of knowing the exact data (y<sub>0</sub>, A), we only know its approximate data satisfying certain specified conditions and D is a nonempty convex closed subset of X;the real function f defined on X is assumed to be lower semi-continuous, convex and is not identical to infinity. At the same time, we will evaluate the convergence rate of the approximate solution. The regularization methods here are different from the previous ones.
文摘Using a modified subgradient extragradient algorithm, this paper proposed a novel approach to solving a supply chain network equilibrium model. The method extends the scope of optimisation and improves the accuracy at each iteration by incorporating adaptive parameter selection and a more general subgradient projection operator. The advantages of the proposed method are highlighted by the proof of strong convergence presented in the paper. Several concrete examples are given to demonstrate the effectiveness of the algorithm, with comparisons illustrating its superior CPU running time compared to alternative techniques. The practical applicability of the algorithm is also demonstrated by applying it to a realistic supply chain network model.
文摘Abstract Some modified Levitin Polyak projection methods are proposed in this paper for solving monotone linear variational inequalityx∈Ω,(x′-x) T(Hx+c)≤0,\ x′∈Ω.It is pointed out that there are similar methods for solving a general linear variational inequality.
基金the Deutsche Forschungsgemeinschaft under contract Ko 1806/3-2
文摘In this review, we intend to clarify the underlying ideas and the relations between various multigrid methods ranging from subset decomposition, to projected subspace decomposition and truncated multigrid. In addition, we present a novel globally convergent inexact active set method which is closely related to truncated multigrid. The numerical properties of algorithms are carefully assessed by means of a degenerate problem and a problem with a complicated coincidence set.
基金funded by the University of Science,Vietnam National University,Hanoi under project number TN.21.01。
文摘In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient extragradient method and the projection contraction method.Some very recent papers have considered different inertial algorithms which allowed the inertial factor is chosen in[0;1].The purpose of this work is to continue working in this direction,we propose another inertial subgradient extragradient method that the inertial factor can be chosen in a special case to be 1.Under suitable mild conditions,we establish the weak convergence of the proposed algorithm.Moreover,linear convergence is obtained under strong pseudomonotonicity and Lipschitz continuity assumptions.Finally,some numerical illustrations are given to confirm the theoretical analysis.
文摘Based on the nonlinear characiers of the discrete problems of some ellipticalvariational inequalities, this paper presents a numerical iterative method, the schemesof which are pithy and converge rapidly The new method possesses a high efficiency. insolving such applied engineering problems as obstacle problems and .free boundary.problems arising in fluid lubrications.
基金Supported by the Science and Technology Research Project of Chinese Ministry of Education (206123)
文摘The approximation solvability of a generalized system for strongly g-r- pseudomonotonic nonlinear variational inequalities in Hilbert spaces is studied based on the convergence of the projection method. The results presented in this paper improve, generalize and unify some recent results in the literature.
基金funded by National University ofCivil Engineering(NUCE)under grant number 15-2020/KHXD-TD。
文摘In this work,we investigate a classical pseudomonotone and Lipschitz continuous variational inequality in the setting of Hilbert space,and present a projection-type approximation method for solving this problem.Our method requires only to compute one projection onto the feasible set per iteration and without any linesearch procedure or additional projections as well as does not need to the prior knowledge of the Lipschitz constant and the sequentially weakly continuity of the variational inequality mapping.A strong convergence is established for the proposed method to a solution of a variational inequality problem under certain mild assumptions.Finally,we give some numerical experiments illustrating the performance of the proposed method for variational inequality problems.
基金Project (No. 1027054) supported by the National Natural Science Foundation of China
文摘Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA （APPA） are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.
文摘In this paper, we provide a maximum norm analysis of an overlapping Schwarz method on nonmatching grids for a quasi-variational inequalities related to ergodic control problems studied by M. Boulbrachene [1], where the “discount factor” (i.e., the zero order term) is set to 0, we use an overlapping Schwarz method on nonmatching grid which consists in decomposing the domain in two sub domains, where the discrete alternating Schwarz sequences in sub domains converge to the solution of the ergodic control IQV for the zero order term. For and under a discrete maximum principle we show that the discretization on each sub domain converges quasi-optimally in the norm to 0.
基金supported by the Key Program of National Natural Science Foundation of China(No.70831005)the National Natural Science Foundation of China(No.10671135)the Fundamental Research Funds for the Central Universities(No.2009SCU11096)
文摘A projected subgradient method for solving a class of set-valued mixed variational inequalities （SMVIs） is proposed when the mapping is not necessarily Lipschitz. Under some suitable conditions, it can be proven that the sequence generated by the method can strongly converge to the unique solution to the problem in the Hilbert spaces.
文摘This paper presents new implicit algorithms for solving the variational inequality and shows that the proposed methods converge under certain conditions. Some special cases are also discussed.
文摘The Schwarz method for a class of elliptic variational inequalities with noncoercive operator was studied in this work. The author proved the error estimate in L∞-norm for two domains with overlapping nonmatching grids using the geometrical convergence of solutions and the uniform convergence of subsolutions.
基金Funded by the Natural Science Foundation of Chongqing(No.CSTC 2009BB8240)
文摘A new system for relaxed cocoercive non-linear variational inequalities in uniformly smooth Banach spaces is introduced and studied using the convergence of projection methods.Our results generalize and improve the corresponding results of recent works.
基金Supported by the NSF of Henan Province(092300410150)Supported by the NSF of Department Education of Henan Province(2009C110002)Supported by the Key Teacher Foundation of Huanghuai University
文摘In this paper,we consider a new algorithm for a generalized system for relaxed coercive nonlinear inequalities involving three different operators in Hilbert spaces by the convergence of projection methods.Our results include the previous results as special cases extend and improve the main results obtained by many others.
文摘Many approaches have been put forward to resolve the variational inequality problem. The subgradient extragradient method is one of the most effective. This paper proposes a modified subgradient extragradient method about classical variational inequality in a real Hilbert interspace. By analyzing the operator’s partial message, the proposed method designs a non-monotonic step length strategy which requires no line search and is independent of the value of Lipschitz constant, and is extended to solve the problem of pseudomonotone variational inequality. Meanwhile, the method requires merely one map value and a projective transformation to the practicable set at every iteration. In addition, without knowing the Lipschitz constant for interrelated mapping, weak convergence is given and R-linear convergence rate is established concerning algorithm. Several numerical results further illustrate that the method is superior to other algorithms.
