An inertial modified algorithm for solving variational inequalities
| Autor: | Pham Kim Quy, Dang Van Hieu |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
021103 operations research
Speedup Computer science 0211 other engineering and technologies Hilbert space 010103 numerical & computational mathematics 02 engineering and technology Management Science and Operations Research Lipschitz continuity 01 natural sciences Computer Science Applications Theoretical Computer Science symbols.namesake Operator (computer programming) Convergence (routing) Variational inequality symbols 0101 mathematics Constant (mathematics) Algorithm Subgradient method |
| Zdroj: | RAIRO - Operations Research. 54:163-178 |
| ISSN: | 1290-3868 0399-0559 |
| DOI: | 10.1051/ro/2018115 |
| Popis: | The paper deals with an inertial-like algorithm for solving a class of variational inequality problems involving Lipschitz continuous and strongly pseudomonotone operators in Hilbert spaces. The presented algorithm can be considered a combination of the modified subgradient extragradient-like algorithm and inertial effects. This is intended to speed up the convergence properties of the algorithm. The main feature of the new algorithm is that it is done without the prior knowledge of the Lipschitz constant and the modulus of strong pseudomonotonicity of the cost operator. Several experiments are performed to illustrate the convergence and computational performance of the new algorithm in comparison with others having similar features. The numerical results have confirmed that the proposed algorithm has a competitive advantage over the existing methods. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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