We provide five techniques for solving variational inequality problems on Hadamard manifolds that are based on the adaptive extragradient method. These algorithms operate adaptively, eliminating the need for prior kno...
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We provide five techniques for solving variational inequality problems on Hadamard manifolds that are based on the adaptive extragradient method. These algorithms operate adaptively, eliminating the need for prior knowledge of the Lipschitz constant associated with the vector field. Furthermore, the iterative sequences produced by the algorithms are shown to converge to the solution of the problem under the conditions that the vector fields are pseudo-monotone and Lipschitz continuous. Additionally, we establish global error bounds and R-linear convergence rates when the vector fields exhibit strong pseudo-monotonicity. Lastly, the theoretical results are illustrated with two numerical instances.
In this paper, we discuss two modified extragradient methods for variational inequalities. The first one can be applied when the Lipschitz constant of the involving operator is unknown. In contrast to the work by Hieu...
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In this paper, we discuss two modified extragradient methods for variational inequalities. The first one can be applied when the Lipschitz constant of the involving operator is unknown. In contrast to the work by Hieu and Thong (J Glob Optim 70:385-399, 2018) and by Khanh (Numer Funct Anal Optim 37:1131-1143, 2016), the new algorithm does not require its step-sizes tending to zero. This feature helps to speed up our method. The second algorithm solves variational inequalities with non-Lipschitz continuous operators. Under the pseudomonotonicity assumption, the proposed algorithm converges to a solution of the problem. In contrast to other solution methods for this class of problems, the new algorithm does not require the step sizes being square summable. Some numerical experiments show that the new algorithms are more effective than the existing ones.
In this paper, we investigate the monotone variational inequalities and fixed point problems in Hilbert spaces. Two modified extragradient algorithms are presented for finding a common element of the set of fixed poin...
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In this paper, we investigate the monotone variational inequalities and fixed point problems in Hilbert spaces. Two modified extragradient algorithms are presented for finding a common element of the set of fixed points of a pseudocontractive operator and the set of solutions of the variational inequality problem. Weak and strong convergence of the suggested algorithms are proved.
We introduce two new algorithms based upon the extragradient and inertial methods for solving pseudomonotone equilibrium problems in real Hilbert spaces. Strong converge and weak convergence of the proposed algorithms...
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We introduce two new algorithms based upon the extragradient and inertial methods for solving pseudomonotone equilibrium problems in real Hilbert spaces. Strong converge and weak convergence of the proposed algorithms are established under some mild assumptions. Numerical results show that the proposed algorithms are more efficient than some existing methods for equilibrium problems.
In this paper, we present two modified algorithms for finding a common element of the solution set of a quasimonotone variational inequality and the fixed point set of demicontractive mapping. The main advantage of su...
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In this paper, we present two modified algorithms for finding a common element of the solution set of a quasimonotone variational inequality and the fixed point set of demicontractive mapping. The main advantage of such iterative methods is that it does not require Lipschitz continuity and the mapping only needs to be quasimonotonicity. Therefore, our algorithms can be applied to more general variational inequalities. Several numerical experiments are provided to verify the preponderance and efficiency of the proposed algorithms.
Utilizing the Tikhonov regularization method and extragradient and linesearch methods, some new extragradient and linesearch algorithms have been introduced in the framework of Hilbert spaces. In the presented algorit...
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Utilizing the Tikhonov regularization method and extragradient and linesearch methods, some new extragradient and linesearch algorithms have been introduced in the framework of Hilbert spaces. In the presented algorithms, the convexity of optimization subproblems is assumed, which is weaker than the strong convexity assumption that is usually supposed in the literature, and also, the auxiliary equilibrium problem is not used. Some strong convergence theorems for the sequences generated by these algorithms have been proven. It has been shown that the limit point of the generated sequences is a common element of the solution set of an equilibrium problem and the solution set of a split feasibility problem in Hilbert spaces. To illustrate the usability of our results, some numerical examples are given. Optimization subproblems in these examples have been solved by FMINCON toolbox in MATLAB.
This paper presents an inertial Tseng extragradient method for approximating a solution of the variational inequality problem. The proposed method uses a single projection onto a half space which can be easily evaluat...
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This paper presents an inertial Tseng extragradient method for approximating a solution of the variational inequality problem. The proposed method uses a single projection onto a half space which can be easily evaluated. The method considered in this paper does not require the knowledge of the Lipschitz constant as it uses variable stepsizes from step to step which are updated over each iteration by a simple calculation. We prove a strong convergence theorem of the sequence generated by this method to a solution of the variational inequality problem in the framework of a 2-uniformly convex Banach space which is also uniformly smooth. Furthermore, we report some numerical experiments to illustrate the performance of this method. Our result extends and unifies corresponding results in this direction in the literature.
The goal of this paper is to study quasi-monotone variational inequality problems in infinite dimensional Hilbert spaces and to prove that the iterative sequence generated by an extragradient algorithm converges weakl...
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The goal of this paper is to study quasi-monotone variational inequality problems in infinite dimensional Hilbert spaces and to prove that the iterative sequence generated by an extragradient algorithm converges weakly to a solution.
Our aim in this paper is to study variants and computational errors of the extragradient method for solving equilibrium problems. First, we consider convergence of the method when domains in the auxiliary subproblems ...
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Our aim in this paper is to study variants and computational errors of the extragradient method for solving equilibrium problems. First, we consider convergence of the method when domains in the auxiliary subproblems of the extragradient algorithm are replaced by outer and inner approximation polyhedra. Then, computational errors are showed under the asymptotic optimality condition, but the bifunction must satisfy certain Lipschitz-type continuous conditions. Next, by using Armijo-type linesearch techniques commonly used in variational inequalities, we obtain an approximation linesearch algorithm without Lipschitz continuity. Convergence analysis of the algorithms is considered under mild conditions on the iterative parameters.
In this work, we propose ultra-low-complexity design solutions for multi-group multicast beamforming in large-scale systems. For the quality-of-service (QoS) problem, by utilizing the optimal multicast beamforming str...
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In this work, we propose ultra-low-complexity design solutions for multi-group multicast beamforming in large-scale systems. For the quality-of-service (QoS) problem, by utilizing the optimal multicast beamforming structure obtained recently in [2], we convert the original problem into a non-convex weight optimization problem of a lower dimension and propose two fast first-order algorithms to solve it. Both algorithms are based on successive convex approximation (SCA) and provide fast iterative updates to solve each SCA subproblem. The first algorithm uses a saddle point reformulation in the dual domain and applies the extragradient method with an adaptive step-size procedure to find the saddle point with simple closed-form updates. The second algorithm adopts the alternating direction method of multipliers (ADMM) method by converting each SCA subproblem into a favorable ADMM structure. The structure leads to simple closed-form ADMM updates, where the problem in each update block can be further decomposed into parallel subproblems of small sizes, for which closed-form solutions are obtained. We also propose efficient initialization methods to obtain favorable initial points that facilitate fast convergence. Furthermore, taking advantage of the proposed fast algorithms, for the max-min fair (MMF) problem, we propose a simple closed-form scaling scheme that directly uses the solution obtained from the QoS problem, avoiding the conventional computationally expensive method that iteratively solves the inverse QoS problem. We further develop lower and upper bounds on the performance of this scaling scheme. Simulation results show that the proposed algorithms offer near-optimal performance with substantially lower computational complexity than the state-of-the-art algorithms for large-scale systems.
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