An extragradient algorithm for solving bilevel pseudomonotone variational inequalities (Q427380): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Pham Ngoc Anh / rank | |||
Normal rank | |||
Property / review text | |||
Variational inequalities are usually solved by projection methods. It is known that the projection methods will not converge when the cost operator is monotone. Extragradient methods have been proposed to overcome this drawback. Extragradient methods were extended for solving pseudo-monotone variational inequalities and equilibrium problems using Tikhonov regularization. However they require some monotonicity properties. The authors propose an extragradient method to solve bilevel pseudo-monotone variational inequalities without regularization. It is shown that the algorithm converges under mild conditions. | |||
Property / review text: Variational inequalities are usually solved by projection methods. It is known that the projection methods will not converge when the cost operator is monotone. Extragradient methods have been proposed to overcome this drawback. Extragradient methods were extended for solving pseudo-monotone variational inequalities and equilibrium problems using Tikhonov regularization. However they require some monotonicity properties. The authors propose an extragradient method to solve bilevel pseudo-monotone variational inequalities without regularization. It is shown that the algorithm converges under mild conditions. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Bülent Karasözen / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J40 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6046178 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
bilevel variational inequality | |||
Property / zbMATH Keywords: bilevel variational inequality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
pseudomonotonicity | |||
Property / zbMATH Keywords: pseudomonotonicity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Lipschitz continuity | |||
Property / zbMATH Keywords: Lipschitz continuity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
global convergence | |||
Property / zbMATH Keywords: global convergence / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
extragradient algorithm | |||
Property / zbMATH Keywords: extragradient algorithm / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
project methods | |||
Property / zbMATH Keywords: project methods / rank | |||
Normal rank |
Revision as of 23:05, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An extragradient algorithm for solving bilevel pseudomonotone variational inequalities |
scientific article |
Statements
An extragradient algorithm for solving bilevel pseudomonotone variational inequalities (English)
0 references
13 June 2012
0 references
Variational inequalities are usually solved by projection methods. It is known that the projection methods will not converge when the cost operator is monotone. Extragradient methods have been proposed to overcome this drawback. Extragradient methods were extended for solving pseudo-monotone variational inequalities and equilibrium problems using Tikhonov regularization. However they require some monotonicity properties. The authors propose an extragradient method to solve bilevel pseudo-monotone variational inequalities without regularization. It is shown that the algorithm converges under mild conditions.
0 references
bilevel variational inequality
0 references
pseudomonotonicity
0 references
Lipschitz continuity
0 references
global convergence
0 references
extragradient algorithm
0 references
project methods
0 references