New algorithms for solving pseudo-monotone variational inequalities in Banach spaces
Year 2024,
Volume: 53 Issue: 4, 981 - 1000, 27.08.2024
G. Reza Zamani Eskandanı
,
M. Raeisi
,
R. Lotfikar
Abstract
In this paper, we introduce new algorithms for finding a solution of a variational inequality problem involving pseudo-monotone operator which is also a fixed point of a Bregman relatively inexpensive mapping in $p$-uniformly convex and uniformly smooth Banach spaces that are more general than Hilbert spaces. We prove weak and strong convergence theorems for proposed algorithms. Finally, we give some numerical experiments for supporting our main results.
References
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and applications, in: Theory and Applications of Nonlinear Operators of Accretive
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in Hilbert Spaces, Springer, New York, 2011.
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method for solving operator equations in Banach spaces, Abstr. Appl. Anal. 2006,
Art. ID 084919, 1-39, 2006.
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in uniformly convex Banach spaces, J. Convex Anal. 7, 319-334, 2000.
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for fixed point problems and variational inequality problems, Taiwan. J. Math. 10,
1293-1303, 2006.
- [7] L. C. Ceng, N. Hadjisavvas and N. C. Wong, Strong convergence theorem by a hybrid
extragradientlike approximation method for variational inequalities and fixed point
problems, J. Glob. Optim. 46, 635-646, 2010.
- [8] Y. Censor, A. Gibali and S. Reich, The subgradient extragradient method for solving
variational inequalities in Hilbert space, J. Optim. Theory Appl. 148, 318-335, 2011.
- [9] Y. Censor, A. Gibali and S. Reich, Extensions of Korpelevich’s extragradient method
for the variational inequality problem in Euclidean space, Optimization 61, 1119-1132,
2011.
- [10] Y. Censor, A. Gibali and S. Reich, Algorithms for the split variational inequality
problem, Numer. Algorithms 56, 301-323, 2012.
- [11] Y. Censor and A. Lent, An iterative row-action method for interval convex programming,
J. Optim. Theory Appl. 34, 321-353, 1981.
- [12] I. Cioranescu, Geometry of Banach spaces, duality mappings and nonlinear problems,
Kluwer Academic Dordrecht, 1990.
- [13] R. W. Cottle, J. C. Yao, Pseudo-monotone complementarity problems in Hilbert space,
J. Optim. Theory Appl. 75, 281-295, 1992.
- [14] G. Z. Eskandani, M. Raeisi and Th. M. Rassias,A hybrid extragradient method for
solving pseudomonotone equilibrium problems using Bregman distance, J. Fixed Point
Theory Appl. 20, 132, 2018.
- [15] F. Facchinei and J. S. Pang, Finite-Dimensional variational inequalities and complementarity
problems, Springer Series in Operations Research, vols. I and II, Springer,
New York, 2003.
- [16] C. J. Fang and Y. R. He, An extragradient method for generalized variational inequality,
Pac. J. Optim. 9, 47-59, 2013.
- [17] G. Fichera, Sul problema elastostatico di Signorini con ambigue condizioni al contorno,
Rend. Accad. Naz. Lincei, s. VIII, 34, 1963.
- [18] B. Halpern, Fixed points of nonexpanding maps. Bull. Am. Math. Soc. 73, 957-961,
1967.
- [19] Y. R. He, A new double projection algorithm for variational inequalities, J. Comput.
Appl. Math. 185, 166-173, 2006.
- [20] X. Hu and J. Wang, Solving pseudo-monotone variational inequalities and pseudoconvex
optimization problems using the projection neural network, IEEE Trans. Neural
Netw. 17, 1487-1499, 2006.
- [21] H. Iiduka and I. Yamada, A use of conjugate gradient direction for the convex optimization
problem over the fixed point set of a nonexpansive mapping, SIAM J. Optim.
19, 1881-1893, 2008.
- [22] H. Iiduka and I. Yamada, A subgradient-type method for the equilibrium problem over
the fixed point set and its applications, Optimization 58, 251-261, 2009.
- [23] A. N. Iusem, An iterative algorithm for the variational inequality problem, Comput.
Appl. Math. 13, 103-114, 1994.
- [24] A. N. Iusem and O. R. G´arciga, Inexact versions of proximal point and augmented
Lagrangian algorithms in Banach spaces, Numer. Funct. Anal. Optim. 22, 609-640,
2001.
- [25] A. N. Iusem and M. Nasri, Korpelevich’s method for variational inequality problems
in Banach spaces, J. Global Optim. 50, 59-76, 2011.
- [26] A. N. Iusem and B. F. Svaiter, A variant of Korpelevich’s method for variational
inequalities with a new search strategy, Optimization 42(4), 309-321, 1997.
- [27] S. Karamardian, Complementarity problems over cones with monotone and pseudomonotone
maps, J. Optim. Theory Appl. 18, 445-454, 1976.
- [28] D. Kinderlehrer and G. Stampacchia, An introduction to variational inequalities and
their applications, Academic Press, New York, 1980.
- [29] F. Kohsaka and W. Takahashi, Proximal point algorithm with Bregman functions in
Banach spaces, J. Nonlinear Convex Anal. 6, 505-523, 2005.
- [30] I. V. Konnov, Combined relaxation methods for variational inequalities, Springer Verlag,
Berlin, Germany, 2001.
- [31] G. M. Korpelevich, The extragradient method for finding saddle points and other
problems, Ekon. Mat. Metody 12, 747-756, 1976.
- [32] J. Lindenstrauss and L. Tzafriri, Classical Banach Spaces II, Springer, Berlin, 1979.
- [33] P. E. Mainge, Projected subgradient techniques and viscosity methods for optimization
with variational inequality constraints, Eur. J. Oper. Res. 205, 501-506, 2010.
- [34] P. E. Maing´e, Strong convergence of projected subgradient methods for nonsmooth and
nonstrictly convex minimization, Set-valued Anal. 16, 899-912, 2008.
- [35] Y.V. Malitsky and V. V. Semenov, A hybrid method without extrapolation step for
solving variational inequality problems, J. Glob. Optim. 61, 193-202, 2015.
- [36] N. Nadezhkina and W. Takahashi, Strong convergence theorem by a hybrid method
for nonexpansive mappings and Lipschitz-continuous monotone mappings, SIAM J.
Optim. 16, 1230-1241, 2006.
- [37] N. Nadezhkina and W. Takahashi, Weak convergence theorem by an extragradient
method for nonexpansive mappings and monotone mappings, J. Optim. Theory Appl.
128, 191-201, 2006.
- [38] E. Naraghirad and J. C. Yao, Bregman weak relatively nonexpansive mappings in
Banach spaces, Fixed Point Theory Appl. 2013, 141, 2013.
- [39] Z. Opial, Weak convergence of the successive approximations for non expansive mappings
in Banach spaces, Bull. Amer. Math. Soc. 73, 591-597, 1967.
- [40] D. Reem, S. Reich and A. De Pierro, Re-examination of Bregman functions and new
properties of their divergences, Optimization 68, 279-348, 2019.
- [41] S. Reich, Book Review: Geometry of Banach spaces, duality mappings and nonlinear
problems, Bull. Amer. Math. Soc. 26, 367-370, 1992.
- [42] S. Reich, A weak convergence theorem for the alternating method with Bregman
distances, in “Theory and Applications of Nonlinear Operators” 178, Marcel Dekker,
New York, 313-318, 1996.
- [43] S. Reich, D. V. Thong, L. Q. Dong, X. H. Li and V. T. Dung, New algorithms and
convergence theorems for solving variational inequalities with non-Lipschitz mappings,
Numerical Algorithms 87, 527-549, 2021.
- [44] F. Schöpfer, T. Schuster and A. K. Louis, An iterative regularization method for the
solution of the split feasibility problem in Banach spaces, Inverse Problems 24, 055008,
2008.
- [45] G. Stampacchia, Variational inequalities, Theory and applications of monotone operators,
Proceedings of the NATO Advanced Study Institute, Venice, Italy, 1968
(Edizioni Oderisi, Gubbio, Italy, 1968).
- [46] M. Sibony, Methodes iteratives pour les equation set enequalitions aux derivees partielles
nonlinearesde type monotone, Calcolo 7, 65-183, 1970.
- [47] M. V. Solodov and B. F. Svaiter, A new projection method for variational inequality
problems, SIAM J. Control Optim. 37(3), 765-776, 1999.
- [48] W. Takahashi and M. Toyoda, Weak convergence theorems for nonexpansive mappings
and monotone mappings, J. Optim. Theory Appl. 118, 417-428, 2003.
- [49] D. V. Thong and D. V. Hieu, Modified subgradient extragradient algorithms for variational
inequality problems and fixed point problems, Optimization 67, 83-102, 2018.
- [50] D. V. Thong, Y. Shehu and O. S. Iyiola, Weak and strong convergence theorems
for solving pseudo-monotone variational inequalities with non-Lipschitz mappings,
Numerical Algorithms 84, 795-823, 2020.
- [51] P. T. Vuong and Y. Shehu, Convergence of an extragradient-type method for variational
inequality with applications to optimal control problems, Numer. Algorithms
81, 269-291, 2019.
- [52] H. K. Xu, Another control condition in an iterative method for nonexpansive mappings,
Bull. Austral. Math. Soc. 65, 109-113, 2002.
- [53] M. L. Ye and Y. R. He, A double projection method for solving variational inequalities
without mononicity, Comput. Optim. Appl. 60(1), 141-150, 2015.
- [54] J. Zhao, Solving split equality fixed-point problem of quasi-nonexpansive mappings
without prior knowledge of operators norms, Optimization 64, 2619-2630, 2015.
Year 2024,
Volume: 53 Issue: 4, 981 - 1000, 27.08.2024
G. Reza Zamani Eskandanı
,
M. Raeisi
,
R. Lotfikar
References
- [1] Y. I. Alber, Metric and generalized projection operators in Banach spaces: Properties
and applications, in: Theory and Applications of Nonlinear Operators of Accretive
and Monotone Type Vol 178 of Lecture Notes in Pure and Applied Mathematics,
New York: Dekker, 15-50, 1996.
- [2] C. Baiocchi and A. Capelo, Variational and quasivariational inequalities: Applications
to Free-Boundary Problems, John Wiley, New York, 1984.
- [3] H. H. Bauschke and P. L. Combettes, Convex Analysis and Monotone Operator Theory
in Hilbert Spaces, Springer, New York, 2011.
- [4] D. Butnariu and E. Resmerita, Bregman distances, totally convex functions and a
method for solving operator equations in Banach spaces, Abstr. Appl. Anal. 2006,
Art. ID 084919, 1-39, 2006.
- [5] D. Butnariu, I. N. Iusem and E. Resmerita, Totall convexity for powers of the norm
in uniformly convex Banach spaces, J. Convex Anal. 7, 319-334, 2000.
- [6] L. C. Ceng and J. C. Yao, Strong convergence theorem by an extragradient method
for fixed point problems and variational inequality problems, Taiwan. J. Math. 10,
1293-1303, 2006.
- [7] L. C. Ceng, N. Hadjisavvas and N. C. Wong, Strong convergence theorem by a hybrid
extragradientlike approximation method for variational inequalities and fixed point
problems, J. Glob. Optim. 46, 635-646, 2010.
- [8] Y. Censor, A. Gibali and S. Reich, The subgradient extragradient method for solving
variational inequalities in Hilbert space, J. Optim. Theory Appl. 148, 318-335, 2011.
- [9] Y. Censor, A. Gibali and S. Reich, Extensions of Korpelevich’s extragradient method
for the variational inequality problem in Euclidean space, Optimization 61, 1119-1132,
2011.
- [10] Y. Censor, A. Gibali and S. Reich, Algorithms for the split variational inequality
problem, Numer. Algorithms 56, 301-323, 2012.
- [11] Y. Censor and A. Lent, An iterative row-action method for interval convex programming,
J. Optim. Theory Appl. 34, 321-353, 1981.
- [12] I. Cioranescu, Geometry of Banach spaces, duality mappings and nonlinear problems,
Kluwer Academic Dordrecht, 1990.
- [13] R. W. Cottle, J. C. Yao, Pseudo-monotone complementarity problems in Hilbert space,
J. Optim. Theory Appl. 75, 281-295, 1992.
- [14] G. Z. Eskandani, M. Raeisi and Th. M. Rassias,A hybrid extragradient method for
solving pseudomonotone equilibrium problems using Bregman distance, J. Fixed Point
Theory Appl. 20, 132, 2018.
- [15] F. Facchinei and J. S. Pang, Finite-Dimensional variational inequalities and complementarity
problems, Springer Series in Operations Research, vols. I and II, Springer,
New York, 2003.
- [16] C. J. Fang and Y. R. He, An extragradient method for generalized variational inequality,
Pac. J. Optim. 9, 47-59, 2013.
- [17] G. Fichera, Sul problema elastostatico di Signorini con ambigue condizioni al contorno,
Rend. Accad. Naz. Lincei, s. VIII, 34, 1963.
- [18] B. Halpern, Fixed points of nonexpanding maps. Bull. Am. Math. Soc. 73, 957-961,
1967.
- [19] Y. R. He, A new double projection algorithm for variational inequalities, J. Comput.
Appl. Math. 185, 166-173, 2006.
- [20] X. Hu and J. Wang, Solving pseudo-monotone variational inequalities and pseudoconvex
optimization problems using the projection neural network, IEEE Trans. Neural
Netw. 17, 1487-1499, 2006.
- [21] H. Iiduka and I. Yamada, A use of conjugate gradient direction for the convex optimization
problem over the fixed point set of a nonexpansive mapping, SIAM J. Optim.
19, 1881-1893, 2008.
- [22] H. Iiduka and I. Yamada, A subgradient-type method for the equilibrium problem over
the fixed point set and its applications, Optimization 58, 251-261, 2009.
- [23] A. N. Iusem, An iterative algorithm for the variational inequality problem, Comput.
Appl. Math. 13, 103-114, 1994.
- [24] A. N. Iusem and O. R. G´arciga, Inexact versions of proximal point and augmented
Lagrangian algorithms in Banach spaces, Numer. Funct. Anal. Optim. 22, 609-640,
2001.
- [25] A. N. Iusem and M. Nasri, Korpelevich’s method for variational inequality problems
in Banach spaces, J. Global Optim. 50, 59-76, 2011.
- [26] A. N. Iusem and B. F. Svaiter, A variant of Korpelevich’s method for variational
inequalities with a new search strategy, Optimization 42(4), 309-321, 1997.
- [27] S. Karamardian, Complementarity problems over cones with monotone and pseudomonotone
maps, J. Optim. Theory Appl. 18, 445-454, 1976.
- [28] D. Kinderlehrer and G. Stampacchia, An introduction to variational inequalities and
their applications, Academic Press, New York, 1980.
- [29] F. Kohsaka and W. Takahashi, Proximal point algorithm with Bregman functions in
Banach spaces, J. Nonlinear Convex Anal. 6, 505-523, 2005.
- [30] I. V. Konnov, Combined relaxation methods for variational inequalities, Springer Verlag,
Berlin, Germany, 2001.
- [31] G. M. Korpelevich, The extragradient method for finding saddle points and other
problems, Ekon. Mat. Metody 12, 747-756, 1976.
- [32] J. Lindenstrauss and L. Tzafriri, Classical Banach Spaces II, Springer, Berlin, 1979.
- [33] P. E. Mainge, Projected subgradient techniques and viscosity methods for optimization
with variational inequality constraints, Eur. J. Oper. Res. 205, 501-506, 2010.
- [34] P. E. Maing´e, Strong convergence of projected subgradient methods for nonsmooth and
nonstrictly convex minimization, Set-valued Anal. 16, 899-912, 2008.
- [35] Y.V. Malitsky and V. V. Semenov, A hybrid method without extrapolation step for
solving variational inequality problems, J. Glob. Optim. 61, 193-202, 2015.
- [36] N. Nadezhkina and W. Takahashi, Strong convergence theorem by a hybrid method
for nonexpansive mappings and Lipschitz-continuous monotone mappings, SIAM J.
Optim. 16, 1230-1241, 2006.
- [37] N. Nadezhkina and W. Takahashi, Weak convergence theorem by an extragradient
method for nonexpansive mappings and monotone mappings, J. Optim. Theory Appl.
128, 191-201, 2006.
- [38] E. Naraghirad and J. C. Yao, Bregman weak relatively nonexpansive mappings in
Banach spaces, Fixed Point Theory Appl. 2013, 141, 2013.
- [39] Z. Opial, Weak convergence of the successive approximations for non expansive mappings
in Banach spaces, Bull. Amer. Math. Soc. 73, 591-597, 1967.
- [40] D. Reem, S. Reich and A. De Pierro, Re-examination of Bregman functions and new
properties of their divergences, Optimization 68, 279-348, 2019.
- [41] S. Reich, Book Review: Geometry of Banach spaces, duality mappings and nonlinear
problems, Bull. Amer. Math. Soc. 26, 367-370, 1992.
- [42] S. Reich, A weak convergence theorem for the alternating method with Bregman
distances, in “Theory and Applications of Nonlinear Operators” 178, Marcel Dekker,
New York, 313-318, 1996.
- [43] S. Reich, D. V. Thong, L. Q. Dong, X. H. Li and V. T. Dung, New algorithms and
convergence theorems for solving variational inequalities with non-Lipschitz mappings,
Numerical Algorithms 87, 527-549, 2021.
- [44] F. Schöpfer, T. Schuster and A. K. Louis, An iterative regularization method for the
solution of the split feasibility problem in Banach spaces, Inverse Problems 24, 055008,
2008.
- [45] G. Stampacchia, Variational inequalities, Theory and applications of monotone operators,
Proceedings of the NATO Advanced Study Institute, Venice, Italy, 1968
(Edizioni Oderisi, Gubbio, Italy, 1968).
- [46] M. Sibony, Methodes iteratives pour les equation set enequalitions aux derivees partielles
nonlinearesde type monotone, Calcolo 7, 65-183, 1970.
- [47] M. V. Solodov and B. F. Svaiter, A new projection method for variational inequality
problems, SIAM J. Control Optim. 37(3), 765-776, 1999.
- [48] W. Takahashi and M. Toyoda, Weak convergence theorems for nonexpansive mappings
and monotone mappings, J. Optim. Theory Appl. 118, 417-428, 2003.
- [49] D. V. Thong and D. V. Hieu, Modified subgradient extragradient algorithms for variational
inequality problems and fixed point problems, Optimization 67, 83-102, 2018.
- [50] D. V. Thong, Y. Shehu and O. S. Iyiola, Weak and strong convergence theorems
for solving pseudo-monotone variational inequalities with non-Lipschitz mappings,
Numerical Algorithms 84, 795-823, 2020.
- [51] P. T. Vuong and Y. Shehu, Convergence of an extragradient-type method for variational
inequality with applications to optimal control problems, Numer. Algorithms
81, 269-291, 2019.
- [52] H. K. Xu, Another control condition in an iterative method for nonexpansive mappings,
Bull. Austral. Math. Soc. 65, 109-113, 2002.
- [53] M. L. Ye and Y. R. He, A double projection method for solving variational inequalities
without mononicity, Comput. Optim. Appl. 60(1), 141-150, 2015.
- [54] J. Zhao, Solving split equality fixed-point problem of quasi-nonexpansive mappings
without prior knowledge of operators norms, Optimization 64, 2619-2630, 2015.