Operator extrapolation method for variational inequalities in Banach spaces
Abstract
The paper presents new algorithms for solving variational inequalities in uniformly convex Banach spaces. The first algorithm is a modification of the forward-reflected-backward algorithm, which uses the Alber generalized projection instead of the metric one. The second algorithm is an adaptive version of the first one, where the monotone step size update rule is used, which does not require knowledge of Lipschitz constants and linear search procedure. Theorems on the weak convergence of methods are proved. Also, for the first algorithm, an efficiency estimate is proved.
References
Vedel Y., Semenov V. Adaptive Extraproximal Algorithm for the Equilibrium Problem in Hadamard Spaces. In: Olenev N., Evtushenko Y., Khachay M., Malkova V. (eds.) Optimization and Applications. OPTIMA 2020. Lecture Notes in Computer Science, vol 12422. Springer, Cham, 2020. P. 287-300.
Semenov V. V., Denisov S. V., Kravets A. V. Adaptive Two-Stage Bregman Method for Variational Inequalities. Cybernetics and Systems Analysis. 2021. Vol. 57. Issue 6. P. 959-967.
Vedel Y., Semenov V., Denisov S. A Novel Algorithm with Self-adaptive Technique for Solving Variational Inequalities in Banach Spaces. In: Olenev N. N., Evtushenko Y. G., Jaćimović M., Khachay M., Malkova V. (eds.) Advances in Optimization and Applications. OPTIMA 2021. Communications in Computer and Information Science, vol 1514. Springer, Cham, 2021. P. 50-64.
Malitsky Y., Tam M. K. A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity. SIAM Journal on Optimization. 2020. Vol. 30. P. 1451-1472.
Alber Y., Ryazantseva I. Nonlinear Ill Posed Problems of Monotone Type. Dordrecht: Springer, 2006. 410 p.
Alber Y. I. Metric and generalized projection operators in Banach spaces: properties and applications. In: Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, vol. 178. New York: Dekker, 1996. P. 15-50.
Xu H. K. Inequalities in Banach spaces with applications. Nonlinear Anal. 1991. Vol. 16. Iss. 12. P. 1127-1138.
Copyright (c) 2023 Володимир Семенов, Олег Харьков (Автор)

This work is licensed under a Creative Commons Attribution 4.0 International License.