A projected extrapolated gradient method with larger step size for monotone variational inequalities

DOI10.1007/S10957-021-01902-2MaRDI QIDQ2046702zbMATH OpenOpenAlexFDO

Authors Xiaokai Chang, Jianchao Bai

Publication date 18 August 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-021-01902-2

zbMATH Keywords

convex optimizationpredict-correct step sizeprojected gradient methodvariational inequality

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Random number generation in numerical analysis (65C10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Improved steplength by more practical information in the extragradient method for monotone variational inequalities
• A modified projected gradient method for monotone variational inequalities
• Projected reflected gradient methods for monotone variational inequalities
• An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities
• Strong convergence of extragradient methods with a new step size for solving variational inequality problems

Cites work

• A class of ADMM-based algorithms for three-block separable convex programming
• A generalization of linearized alternating direction method of multipliers for solving two-block separable convex programming
• A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
• A modified projected gradient method for monotone variational inequalities
• A new non-Lipschitzian projection method for solving variational inequalities in Euclidean spaces
• A New Projection Method for Variational Inequality Problems
• A variant of korpelevich’s method for variational inequalities with a new search strategy
• Activity identification and local linear convergence of forward-backward-type methods
• An extragradient algorithm for monotone variational inequalities
• An extragradient-type algorithm for non-smooth variational inequalities
• An inertial forward-backward algorithm for monotone inclusions
• An inertial forward-backward-forward primal-dual splitting algorithm for solving monotone inclusion problems
• An Outer Approximation Method for the Variational Inequality Problem
• Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
• Convergence of one-step projected gradient methods for variational inequalities
• Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators
• Convergent prediction-correction-based ADMM for multi-block separable convex programming
• Convex analysis and monotone operator theory in Hilbert spaces
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Forward-backward and Tseng's type penalty schemes for monotone inclusion problems
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• scientific article; zbMATH DE number 3850830 (Why is no real title available?)
• scientific article; zbMATH DE number 3504682 (Why is no real title available?)
• scientific article; zbMATH DE number 3534286 (Why is no real title available?)
• scientific article; zbMATH DE number 3575377 (Why is no real title available?)
• scientific article; zbMATH DE number 1131717 (Why is no real title available?)
• Introductory lectures on convex optimization. A basic course.
• Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter
• Low-cost modification of Korpelevich's methods for monotone equilibrium problems
• Modification of the extra-gradient method for solving variational inequalities and certain optimization problems
• Modified projection method for pseudomonotone variational inequalities
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• New properties of forward-backward splitting and a practical proximal-descent algorithm
• Projected reflected gradient methods for monotone variational inequalities
• Projection methods for variational inequalities with application to the traffic assignment problem
• Proximal extrapolated gradient methods for variational inequalities
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• The subgradient extragradient method for solving variational inequalities in Hilbert space
• Variable metric forward-backward splitting with applications to monotone inclusions in duality
• Weak convergence of the sequence of successive approximations for nonexpansive mappings

Cited in

(7)

• A modified projected gradient method for monotone variational inequalities
• A self-adaptive extragradient algorithm for solving quasimonotone variational inequalities
• Proximal extrapolated gradient methods for variational inequalities
• Numerical approach to monotone variational inequalities by a one-step projected reflected gradient method with line-search procedure
• A fully adaptive method for variational inequalities with quasi-monotonicity
• A Golden Ratio Algorithm with backward inertial step for variational inequalities
• Strongly convergent golden ratio algorithms for variational inequalities

This page was built for publication: A projected extrapolated gradient method with larger step size for monotone variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2046702)