A version of the mirror descent method to solve variational inequalities

DOI10.1007/S10559-017-9923-9MaRDI QIDQ681901zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 13 February 2018

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-017-9923-9

zbMATH Keywords

convergenceKullback-Leibler distancepseudomonotonicityvariational inequalityBregman distancemirror descent method

Mathematics Subject Classification ID

Variational inequalities (49J40)

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Cites work

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• Mirror descent and nonlinear projected subgradient methods for convex optimization.
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• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Solving variational inequalities with stochastic mirror-prox algorithm
• Strongly convergent algorithms for variational inequality problem over the set of solutions the equilibrium problems
• The ordered subsets mirror descent optimization method with applications to tomography
• The subgradient extragradient method for solving variational inequalities in Hilbert space

Cited in

(18)

• Mirror descent and convex optimization problems with non-smooth inequality constraints
• An adaptive two-stage proximal algorithm for equilibrium problems in Hadamard spaces
• Stochastic incremental mirror descent algorithms with Nesterov smoothing
• An explicit extragradient algorithm for solving variational inequalities
• Adaptive two-stage Bregman method for variational inequalities
• Adaptive extraproximal algorithm for the equilibrium problem in Hadamard spaces
• Two Bregman projection methods for solving variational inequalities
• Convergence of a two-stage proximal algorithm for the equilibrium problem in Hadamard spaces
• An adaptive algorithm for the variational inequality over the set of solutions of the equilibrium problem
• Modified extragradient-like algorithms with new stepsizes for variational inequalities
• Mirror-Descent Methods in Mixed-Integer Convex Optimization
• Bregman extragradient method with monotone rule of step adjustment
• Modified extragradient method with Bregman distance for variational inequalities
• One-step Bregman projection methods for solving variational inequalities in reflexive Banach spaces
• Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems
• Convergence of two-stage method with Bregman divergence for solving variational inequalities
• Inertial hybrid splitting methods for operator inclusion problems
• An improved subgradient extragradient self-adaptive algorithm based on the golden ratio technique for variational inequality problems in Banach spaces

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