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Two modifications of the inertial Tseng extragradient method with self-adaptive step size for solving monotone variational inequality problems

Timilehin Opeyemi Alakoya, Lateef Olakunle Jolaoso, Oluwatosin Temitope Mewomo

2020Demonstratio Mathematica35 citationsDOIOpen Access PDF

Abstract

Abstract In this work, we introduce two new inertial-type algorithms for solving variational inequality problems (VIPs) with monotone and Lipschitz continuous mappings in real Hilbert spaces. The first algorithm requires the computation of only one projection onto the feasible set per iteration while the second algorithm needs the computation of only one projection onto a half-space, and prior knowledge of the Lipschitz constant of the monotone mapping is not required in proving the strong convergence theorems for the two algorithms. Under some mild assumptions, we prove strong convergence results for the proposed algorithms to a solution of a VIP. Finally, we provide some numerical experiments to illustrate the efficiency and advantages of the proposed algorithms.

Topics & Concepts

MathematicsLipschitz continuityMonotone polygonHilbert spaceVariational inequalityStrongly monotoneConvergence (economics)ComputationInertial frame of referenceProjection (relational algebra)Applied mathematicsMathematical optimizationAlgorithmPure mathematicsQuantum mechanicsPhysicsGeometryEconomic growthEconomicsOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchTopology Optimization in Engineering