运筹学学报 >
2024 , Vol. 28 >Issue 2: 81 - 92
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2024.02.006
连续非单调变分不等式的一种惯性投影算法
收稿日期: 2023-04-28
网络出版日期: 2024-06-07
基金资助
国家自然科学基金面上项目(11871059);西华师范大学培育项目(20A024)
版权
An inertial projection algorithm for nonmonotone continuous variational inequalities
Received date: 2023-04-28
Online published: 2024-06-07
Copyright
叶明露, 黄明 . 连续非单调变分不等式的一种惯性投影算法[J]. 运筹学学报, 2024 , 28(2) : 81 -92 . DOI: 10.15960/j.cnki.issn.1007-6093.2024.02.006
An infeasible projection algorithm (IPA) for solving nonmonotone variational inequality problems was proposed by Ye (2022). Without needing any monotonicity condition of the underlying mapping, the global convergence of the sequence generated by IPA is established whenever the underlying mapping is continuous and the solution set of the dual variational inequality is nonempty. In this paper, we present an inertial IPA for solving nonmonotone variational inequalities. The global convergence of this new algorithm is proved under the same assumptions in IPA. Numerical experiments show that the inertial technique can accelerate IPA.
| 1 | Karamardian S . Complementarity problems over cones with monotone and pseudomonotone maps[J]. Journal of Optimization Theory and Applications, 1976, 18 (4): 445- 454. |
| 2 | Goldstein A A . Convex programming in Hilbert space[J]. Bulletin of the American Mathematical Society, 1964, 70 (5): 709- 710. |
| 3 | Levitin E S , Polyak B T . Constrained minimization problems[J]. USSR Computational Mathematical Physics, 1966, 6 (5): 1- 50. |
| 4 | Korpelevich G M . An extragradient method for finding saddle points and for other problems[J]. Matecon, 1976, 12 (4): 747- 756. |
| 5 | Tseng P . A modified forward-backward splitting method for maximal monotone mappings[J]. SIAM Journal on Control and Optimization, 2000, 38 (2): 431- 446. |
| 6 | Censor Y , Gibali A , Reich S . The subgradient extragradient method for solving variational inequalities in Hilbert space[J]. Journal of Optimization Theory and Applications, 2011, 148 (2): 318- 335. |
| 7 | Ye M L , He Y R . A double projection method for solving variational inequalities without monotonocity[J]. Computation Optimization and Applications, 2015, 60 (1): 141- 150. |
| 8 | Burachik R S , Millan R D . A projection algorithm for non-monotone variational inequalities[J]. Set-valued and Variational Analysis, 2020, 28 (1): 149- 166. |
| 9 | Strodiot J J , Vuong P T , Nguyen T T . A class of shrinking projection extragradient methods for solving non-monotone equilibrium problems in Hilbert spaces[J]. Journal of Global Optimization, 2016, 64 (1): 159- 178. |
| 10 | Van Dinh B , Kim D S . Projection algorithms for solving nonmonotone equilibrium problems in Hilbert space[J]. Journal of Computational and Applied Mathematics, 2016, 302, 106- 117. |
| 11 | Deng L , Hu R , Fang Y . Projection extragradient algorithms for solving nonmonotone and non-Lipschitzian equilibrium problems in Hilbert spaces[J]. Numerical Algorithms, 2021, 86, 191- 221. |
| 12 | Liu H , Yang J . Weak convergence of iterative methods for solving quasimonotone variational inequalities[J]. Computation Optimization and Applications, 2020, 77 (2): 491- 508. |
| 13 | Ye M L . An infeasible projection type algorithm for nonmonotone variational inequalities[J]. Numerical Algorithms, 2022, 89 (4): 1723- 1742. |
| 14 | Polyak B T . Some methods of speeding up the convergence of iteration methods[J]. USSR Computational Mathematical Physics, 1964, 4 (5): 1- 17. |
| 15 | Wen B , Chen X , Pong T K . A proximal difference of convex algorithm with extrapolation[J]. Computation Optimization and Applications, 2018, 69, 297- 324. |
| 16 | Pock T , Sabach S . Inertial proximal alternating linearized minimization (iPALM) for nonconvex and nonsmooth problems[J]. SIAM Journal on Imaging Sciences, 2016, 9, 1756- 1787. |
| 17 | Thong D V , Van Hieu D , Rassias T M . Self adaptive inertial subgradient extragradient algorithms for solving pseudomonotone variational inequality problems[J]. Optimization Letters, 2020, 14, 115- 144. |
| 18 | Thong D V , Vinh N T , Cho Y J . New strong convergence theorem of the inertial projection and contraction method for variational inequality problems[J]. Numerical Algorithms, 2020, 84 (1): 285- 305. |
| 19 | Shehu Y , Iyiola O S . Projection methods with alternating inertial steps for variational inequalities: Weak and linear convergence[J]. Applied Numerical Mathematics, 2020, 157, 315- 337. |
| 20 | Ye M L , Pong T K . A subgradient-based approach for finding the maximum feasible subsystem with respect to a set[J]. SIAM Journal on Optimization, 2020, 30 (2): 1274- 1299. |
| 21 | He Y . Solvability of the minty variational inequality[J]. Journal of Optimization Theory and Applications, 2017, 174 (3): 686- 692. |
| 22 | Zarantonello E H . Projections on Convex sets in Hilbert Space and Spectral Theory, Contributions to Nonlinear Functional Analysis[M]. New York: Academic Press, 1971. |
| 23 | He Y R . A new double projection algorithm for variational inequalities[J]. Journal of Computational and Applied Mathematics, 2006, 185 (1): 163- 173. |
| 24 | Boyd S , Vandenberghe L . Convex Optimization[M]. Cambridge: Cambridge University Press, 2004. |
| 25 | Ye M L . An improved projection method for solving generelized varistional inequality problems[J]. Optimization, 2018, 67 (9): 1523- 1533. |
| 26 | Gafni E M , Bertsekas D P . Two-metric projection problems and descent methods for asymmetric variational inequality problems[J]. Mathematical Programming, 1984, 53, 99- 110. |
| 27 | Polyak B T . Introduction to Optimization[M]. New York: Optimization Software, 1987. |
/
| 〈 |
|
〉 |
