On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators

نویسندگان

  • Cong D. Dang
  • Guanghui Lan
چکیده

In this paper, we study a class of generalized monotone variational inequality (GMVI) problems whose operators are not necessarily monotone (e.g., pseudo-monotone). We present non-Euclidean extragradient (N-EG) methods for computing approximate strong solutions of these problems, and demonstrate how their iteration complexities depend on the global Lipschitz or Hölder continuity properties for their operators and the smoothness properties for the distance generating function used in the N-EG algorithms. We also introduce a variant of this algorithm by incorporating a simple line-search procedure to deal with problems with more general continuous operators. Numerical studies are conducted to illustrate the significant advantages of the developed algorithms over the existing ones for solving large-scale GMVI problems.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Iterative Scheme for Generalized Equilibrium, Variational Inequality and Fixed Point Problems Based on the Extragradient Method

The problem ofgeneralized equilibrium problem is very general in the different subjects .Optimization problems, variational inequalities, Nash equilibrium problem and minimax problems are as special cases of generalized equilibrium problem. The purpose of this paper is to investigate the problem of approximating a common element of the set of generalized equilibrium problem, variational inequal...

متن کامل

On the O(1/t) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators

Recently, Nemirovski’s analysis indicates that the extragradient method has the O(1/t) convergence rate for variational inequalities with Lipschitz continuous monotone operators. For the same problems, in the last decades, we have developed a class of Fejér monotone projection and contraction methods. Until now, only convergence results are available to these projection and contraction methods,...

متن کامل

Interior projection-like methods for monotone variational inequalities

We propose new interior projection type methods for solving monotone variational inequalities. The methods can be viewed as a natural extension of the extragradient and hyperplane projection algorithms, and are based on using non Euclidean projection-like maps. We prove global convergence results and establish rate of convergence estimates. The projection-like maps are given by analytical formu...

متن کامل

A SYSTEM OF GENERALIZED VARIATIONAL INCLUSIONS INVOLVING G-eta-MONOTONE MAPPINGS

We introduce a new concept of general $G$-$eta$-monotone operator generalizing the general $(H,eta)$-monotone operator cite{arvar2, arvar1}, general $H-$ monotone operator cite{xiahuang} in Banach spaces, and also generalizing $G$-$eta$-monotone operator cite{zhang}, $(A, eta)$-monotone operator cite{verma2}, $A$-monotone operator cite{verma0}, $(H, eta)$-monotone operator cite{fanghuang}...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 60  شماره 

صفحات  -

تاریخ انتشار 2015