Strong convergence of extragradient methods for solving bilevel pseudo-monotone variational inequality problems (Q2299217)

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Strong convergence of extragradient methods for solving bilevel pseudo-monotone variational inequality problems
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    Strong convergence of extragradient methods for solving bilevel pseudo-monotone variational inequality problems (English)
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    20 February 2020
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    This paper studies bilevel variational inequalities involving inner-level pseudo-monotone variational inequality and outer-level strongly monotone variational inequality. The authors propose an iterative method, which is a combination of the subgradient extragradient method [\textit{Y. Censor} et al., J. Optim. Theory Appl. 148, No. 2, 318--335 (2011; Zbl 1229.58018)] and the hybrid steepest descent method [\textit{I. Yamada}, in: Inherently parallel algorithms in feasibility and optimization and their applications. Research workshop, Haifa, Israel, March 13--16, 2000. Amsterdam: North-Holland/Elsevier. 473--504 (2001; Zbl 1013.49005)]. Strong convergence is obtained for the unique solution of the bilevel variational inequalities in Hilbert spaces under some appropriate conditions on the iterative parameters. Some numerical implementations are given to illustrate the theoretical findings.
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    subgradient extragradient method
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    hybrid steepest descent method
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    strong convergence
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    bilevel variational inequality problem
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    pseudo-monotone mapping
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    Hilbert spaces
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