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Abstract: |
In order to solve variational inequality problems of pseudomonotonicity and Lipschitz continuity in Hilbert spaces, an inertial subgradient extragradient algorithm is proposed by virtue of non-monotone stepsizes . Moreover, weak convergence and R-linear convergence analyses of the algorithm are constructed under appropriate assumptions. Finally, the efficiency of the proposed algorithm is demonstrated through numerical implementations. |
Key words: variational inequality extragradient method pseudomonotonicity Lipschitz continuity weak and linear convergence |
DOI:10.11916/j.issn.1005-9113.2022049 |
Clc Number:O224 |
Fund: |
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Descriptions in Chinese: |
求解伪单调变分不等式的惯性次梯度外梯度算法 丁玉婉,刘红卫,马小军 (西安电子科技大学,数学与统计学院,西安 710126) 摘要:本文提出了一种利用非单调步长的惯性次梯度外梯度算法,用于求解 Hilbert 空间中具有伪单调性和利普希茨连续性的变分不等式问题。此外,在适当的条件下,给出了算法的弱收敛性和 R-线性收敛率。最后,通过数值实验验证了该算法的有效性。 关键词:变分不等式、外梯度算法、伪单调性、利普希茨连续、弱收敛和线性收敛 |