scholarly journals A new linear convergence method for a Lipschitz pseudomonotone variational inequality

2021 ◽  
Vol 3 (2) ◽  
Keyword(s):  
Variational Inequality ◽  
Linear Convergence ◽  
Convergence Method

Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications

2020 ◽  
Vol 37 (03) ◽  
pp. 2050011
Author(s):  
Zhen-Ping Yang ◽  
Yuliang Wang ◽  
Gui-Hua Lin
Keyword(s):  
Variational Inequality ◽  
Convergence Rate ◽  
Line Search ◽  
Lipschitz Constant ◽  
Linear Convergence ◽  
Salient Feature ◽  
Variational Inequality Problems ◽  
Strong Monotonicity ◽  
Forward Algorithm ◽  
Stochastic Variational Inequality

We propose a variance-based modified backward-forward algorithm with a stochastic approximation version of Armijo’s line search, which is robust with respect to an unknown Lipschitz constant, for solving a class of stochastic variational inequality problems. A salient feature of the proposed algorithm is to compute only one projection and two independent queries of a stochastic oracle at each iteration. We analyze the proposed algorithm for its asymptotic convergence, sublinear convergence rate in terms of the mean natural residual function, and optimal oracle complexity under moderate conditions. We also discuss the linear convergence rate with finite computational budget for the proposed algorithm without strong monotonicity. Preliminary numerical experiments indicate that the proposed algorithm is competitive with some existing algorithms. Furthermore, we consider an application in dealing with an equilibrium problem in stochastic natural gas trading market.

On an Euler-Lagrange equation for color to grayscale conversion

2019 ◽  
Vol 2019 (1) ◽  
pp. 95-98
Author(s):  
Hans Jakob Rivertz
Keyword(s):  
Variational Inequality ◽  
Color Image ◽  
Lagrange Equation ◽  
New Method ◽  
Grayscale Image ◽  
Structure Tensors

In this paper we give a new method to find a grayscale image from a color image. The idea is that the structure tensors of the grayscale image and the color image should be as equal as possible. This is measured by the energy of the tensor differences. We deduce an Euler-Lagrange equation and a second variational inequality. The second variational inequality is remarkably simple in its form. Our equation does not involve several steps, such as finding a gradient first and then integrating it. We show that if a color image is at least two times continuous differentiable, the resulting grayscale image is not necessarily two times continuous differentiable.

Stochastic homogenization and macroscopic modelling of composites and flow through porous media

2002 ◽  
pp. 337-378 ◽  
Author(s):  
Jozef Telega ◽  
Wlodzimierz Bielski
Keyword(s):  
Porous Medium ◽  
Random Distribution ◽  
Flow Through Porous Media ◽  
Macroscopic Models ◽  
Linear Elastic ◽  
Multi Scale ◽  
Convergence Method ◽  
Flow Through ◽  
The Mean ◽  
Random Porous Medium

The aim of this contribution is mainly twofold. First, the stochastic two-scale convergence in the mean developed by Bourgeat et al. [13] is used to derive the macroscopic models of: (i) diffusion in random porous medium, (ii) nonstationary flow of Stokesian fluid through random linear elastic porous medium. Second, the multi-scale convergence method developed by Allaire and Briane [7] for the case of several microperiodic scales is extended to random distribution of heterogeneities characterized by separated scales (stochastic reiterated homogenization). .

Quantification of Mitral Regurgitation by the Proximal Convergence Method Using Transesophageal Echocardiography

Circulation ◽  
1995 ◽  
Vol 92 (8) ◽  
pp. 2169-2177 ◽  
Author(s):  
Min Pu ◽  
Pieter M. Vandervoort ◽  
Brian P. Griffin ◽  
Dominic Y. Leung ◽  
William J. Stewart ◽  
...  
Keyword(s):  
Mitral Regurgitation ◽  
Transesophageal Echocardiography ◽  
Convergence Method

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 Convergence rate analysis of an iterative algorithm for solving the multiple-sets split equality problem

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Shijie Sun ◽  
Meiling Feng ◽  
Luoyi Shi
Keyword(s):  
Convergence Rate ◽  
Iterative Algorithm ◽  
Sufficient Conditions ◽  
Linear Convergence ◽  
Regularity Property ◽  
Step Size ◽  
Bounded Linear ◽  
Split Equality Problem ◽  
Linear Convergence Rate ◽  
Equality Problem

Abstract This paper considers an iterative algorithm of solving the multiple-sets split equality problem (MSSEP) whose step size is independent of the norm of the related operators, and investigates its sublinear and linear convergence rate. In particular, we present a notion of bounded Hölder regularity property for the MSSEP, which is a generalization of the well-known concept of bounded linear regularity property, and give several sufficient conditions to ensure it. Then we use this property to conclude the sublinear and linear convergence rate of the algorithm. In the end, some numerical experiments are provided to verify the validity of our consequences.

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