An explicit extragradient algorithm for solving variational inequality problem with application

2021 ◽  
pp. 2250117
Author(s):  
Olawale Kazeem Oyewole ◽  
Lateef Olakunle Jolaoso ◽  
Oluwatosin Temitope Mewomo
Keyword(s):  
Variational Inequality ◽  
Variational Inequality Problem ◽  
Uniform Continuity ◽  
Environmental Cost ◽  
Electricity Production ◽  
Inequality Problem ◽  
Extragradient Algorithm ◽  
Numerical Result ◽  
Mild Assumption ◽  
Feasible Sets

In this paper, we introduce a new explicit extragradient algorithm for solving Variational Inequality Problem (VIP) in Banach spaces. The proposed algorithm uses a linesearch method whose inner iterations are independent of any projection onto feasible sets. Under standard and mild assumption of pseudomonotonicity and uniform continuity of the VIP associated operator, we establish the strong convergence of the scheme. Further, we apply our algorithm to find an equilibrium point with minimal environmental cost for a model in electricity production. Finally, a numerical result is presented to illustrate the given model. Our result extends, improves and unifies other related results in the literature.

scholarly journals Topological degree and application to a parabolic variational inequality problem

2001 ◽  
Vol 25 (4) ◽  
pp. 273-287 ◽  
Author(s):  
A. Addou ◽  
B. Mermri
Keyword(s):  
Variational Inequality ◽  
Topological Degree ◽  
Variational Inequality Problem ◽  
Maximal Monotone ◽  
Maximal Monotone Operators ◽  
Monotone Operators ◽  
Parabolic Variational Inequality ◽  
Inequality Problem ◽  
Monotone Map ◽  
New Formulation

We are interested in constructing a topological degree for operators of the formF=L+A+S, whereLis a linear densely defined maximal monotone map,Ais a bounded maximal monotone operators, andSis a bounded demicontinuous map of class(S+)with respect to the domain ofL. By means of this topological degree we prove an existence result that will be applied to give a new formulation of a parabolic variational inequality problem.

scholarly journals A Mean Extragradient Method for Solving Variational Inequalities

Symmetry ◽  
2021 ◽  
Vol 13 (3) ◽  
pp. 462
Author(s):  
Apichit Buakird ◽  
Nimit Nimana ◽  
Narin Petrot
Keyword(s):  
Hilbert Space ◽  
Variational Inequality ◽  
Weak Convergence ◽  
Numerical Experiments ◽  
Variational Inequality Problem ◽  
Extragradient Method ◽  
Mean Value ◽  
Inequality Problem ◽  
The Mean ◽  
Mean Value Method

We propose a modified extragradient method for solving the variational inequality problem in a Hilbert space. The method is a combination of the well-known subgradient extragradient with the Mann’s mean value method in which the updated iterate is picked in the convex hull of all previous iterates. We show weak convergence of the mean value iterate to a solution of the variational inequality problem, provided that a condition on the corresponding averaging matrix is fulfilled. Some numerical experiments are given to show the effectiveness of the obtained theoretical result.

scholarly journals Multistep Hybrid Extragradient Method for Triple Hierarchical Variational Inequalities

2013 ◽  
Vol 2013 ◽  
pp. 1-17 ◽  
Author(s):  
Zhao-Rong Kong ◽  
Lu-Chuan Ceng ◽  
Qamrul Hasan Ansari ◽  
Chin-Tzong Pang
Keyword(s):  
Fixed Point ◽  
Variational Inequality ◽  
Variational Inequalities ◽  
Variational Inequality Problem ◽  
Extragradient Method ◽  
Fixed Point Set ◽  
Inequality Problem ◽  
Hybrid Extragradient Method ◽  
Point Set ◽  
Hierarchical Variational Inequalities

We consider a triple hierarchical variational inequality problem (THVIP), that is, a variational inequality problem defined over the set of solutions of another variational inequality problem which is defined over the intersection of the fixed point set of a strict pseudocontractive mapping and the solution set of the classical variational inequality problem. Moreover, we propose a multistep hybrid extragradient method to compute the approximate solutions of the THVIP and present the convergence analysis of the sequence generated by the proposed method. We also derive a solution method for solving a system of hierarchical variational inequalities (SHVI), that is, a system of variational inequalities defined over the intersection of the fixed point set of a strict pseudocontractive mapping and the solution set of the classical variational inequality problem. Under very mild conditions, it is proven that the sequence generated by the proposed method converges strongly to a unique solution of the SHVI.

scholarly journals On the $O(1/k)$ Convergence Rate of He's Alternating Directions Method for a Kind of Structured Variational Inequality Problem

2015 ◽  
Vol 7 (2) ◽  
pp. 69
Author(s):  
Haiwen Xu
Keyword(s):  
Variational Inequality ◽  
Convergence Rate ◽  
Variational Inequality Problem ◽  
Variational Inequality Problems ◽  
System Of Nonlinear Equations ◽  
Inequality Problem ◽  
Quadratic Minimization ◽  
Projection And Contraction Methods ◽  
Monotone Variational Inequality ◽  
Alternating Directions Method

The  alternating directions method for a kind of structured variational inequality problem (He, 2001) is an attractive method for structured monotone variational inequality problems. In each iteration, the subproblemsare  convex quadratic minimization problem with simple constraintsand a well-conditioned system of nonlinear equations that can be efficiently solvedusing classical methods. Researchers have recently described the convergence rateof projection and contraction methods for variational inequality problems andthe original ADM and its linearized variant. Motivated and inspired by researchinto the convergence rate of these methods, we provide a simple proof to show the $O(1/k)$ convergencerate of  alternating directions methods for structured monotone variational inequality problems (He, 2001).

scholarly journals New algorithm method for solving the variational inequality problem in Hilbert space

2019 ◽  
Vol 7 (2) ◽  
pp. 15 ◽  
Author(s):  
Zena Hussein Maibed
Keyword(s):  
Hilbert Space ◽  
Variational Inequality ◽  
Variational Inequality Problem ◽  
Inequality Problem ◽  
Resolvent Mappings

Theipurpose of,thisipaper,is toiintroduce,aiconcept of generalizedinon_spreading,and define a new algorithm,for infinite,families of generalizedinon_spreading,and finite families of resolvent,mappings. Also, We study,the existence,solution of variational inequality,to a commonifixedipoint in Hilbertispaces. The main,results in this paper extendiand generalized,of many knowniresults initheiliterature.  

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