Convergence analysis of projection method for variational inequalities

DOI10.1007/S40314-019-0955-9MaRDI QIDQ2326353zbMATH OpenOpenAlexFDO

Authors Y. Shehu, Xiao-Huan Li, Qiao-Li Dong, Olaniyi S. Iyiola

Publication date 7 October 2019

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.09081

zbMATH Keywords

Hilbert spacesinertial extrapolation stepinertial projection-type algorithmmonotone operatorrate of convergencevariational inequalitiesweak convergence

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25) Numerical methods for variational inequalities and related problems (65K15) Convex programming (90C25)

Abstract: The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is monotone and uniformly continuous. We carry out a unified analysis of the proposed method under very mild assumptions. In particular, weak convergence of the generated sequence is established and nonasymptotic $O(1/n)$ rate of convergence is established, where $n$ denotes the iteration counter. We also present some experimental results to illustrate the profits gained by introducing the inertial extrapolation steps.

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Cited in

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