Skip to main content

Advertisement

Log in

Weak and strong convergence theorems for solving pseudo-monotone variational inequalities with non-Lipschitz mappings

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

The aim of this paper is to study a classical pseudo-monotone and non-Lipschitz continuous variational inequality problem in real Hilbert spaces. Weak and strong convergence theorems are presented under mild conditions. Our methods generalize and extend some related results in the literature and the main advantages of proposed algorithms there is no use of Lipschitz condition of the variational inequality associated mapping. Numerical illustrations in finite and infinite dimensional spaces illustrate the behaviors of the proposed schemes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14

Similar content being viewed by others

References

  1. Antipin, A.S.: On a method for convex programs using a symmetrical modification of the Lagrange function. Ekon. Mat. Metody. 12, 1164–1173 (1976)

    Google Scholar 

  2. Aubin, J.P., Ekeland, I.: Applied Nonlinear Analysis. Wiley, New York (1984)

    MATH  Google Scholar 

  3. Baiocchi, C., Capelo, A.: Variational and Quasivariational Inequalities Applications to Free Boundary Problems. Wiley, New York (1984)

    MATH  Google Scholar 

  4. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. CMS Books in Mathematics. Springer, New York (2011)

    MATH  Google Scholar 

  5. Cegielski, A.: Iterative Methods for Fixed Point Problems in Hilbert Spaces Lecture Notes in Mathematics, vol. 2057. Springer, Berlin (2012)

    Google Scholar 

  6. Censor, Y., Gibali, A, Reich, S.: The subgradient extragradient method for solving variational inequalities in Hilbert space. J. Optim. Theory Appl. 148, 318–335 (2011)

    MathSciNet  MATH  Google Scholar 

  7. Censor, Y., Gibali, A., Reich, S.: Strong convergence of subgradient extragradient methods for the variational inequality problem in Hilbert space. Optim. Meth. Softw. 26, 827–845 (2011)

    MathSciNet  MATH  Google Scholar 

  8. Censor, Y., Gibali, A., Reich, S.: Extensions of Korpelevich’s extragradient method for the variational inequality problem in Euclidean space. Optimization 61, 1119–1132 (2011)

    MathSciNet  MATH  Google Scholar 

  9. Censor, Y., Gibali, A., Reich, S.: Algorithms for the split variational inequality problem. Numer. Algorithms. 56, 301–323 (2012)

    MathSciNet  MATH  Google Scholar 

  10. Cottle, R.W., Yao, J.C.: Pseudo-monotone complementarity problems in Hilbert space. J. Optim. Theory Appl. 75, 281–295 (1992)

    MathSciNet  MATH  Google Scholar 

  11. Denisov, S.V., Semenov, V.V., Chabak, L.M.: Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators. Cybern. Syst. Anal. 51, 757–765 (2015)

    MathSciNet  MATH  Google Scholar 

  12. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer Series in Operations Research, Vols I And II. Springer, New York (2003)

    Google Scholar 

  13. Fichera, G.: Sul problema elastostatico di Signorini con ambigue condizioni al contorno. Atti Accad. Naz. lincei, VIII. Ser. Rend. Cl. Sci. Fis. Mat. Nat. 34, 138–142 (1963)

    MathSciNet  MATH  Google Scholar 

  14. Fichera, G.: Problemi elastostatici con vincoli unilaterali: il problema di Signorini con ambigue condizioni al contorno. Atti Accad. Naz. Lincei. Mem. Cl. Sci. Fis. Mat. Nat. Sez. I VIII Ser. 7, 91–140 (1964)

    MathSciNet  MATH  Google Scholar 

  15. Glowinski, R., Lions, J.L., Trémoliéres, R.: Numerical Analysis of Variational Inequalities. Elsevier, Amsterdam (1981)

    MATH  Google Scholar 

  16. Goebel, K., Reich, S.: Uniform Convexity, Hyperbolic Geometry, and Nonexpansive Mappings. Marcel Dekker, New York (1984)

    MATH  Google Scholar 

  17. He, Y.R.: A new double projection algorithm for variational inequalities. J. Comput. Appl. Math. 185, 166–173 (2006)

    MathSciNet  MATH  Google Scholar 

  18. Hu, X., Wang, J.: Solving pseudo-monotone variational inequalities and pseudo-convex optimization problems using the projection neural network. IEEE Trans. Neural Netw. 17, 1487–1499 (2006)

    Google Scholar 

  19. Iusem, A.N.: An iterative algorithm for the variational inequality problem. Comput. Appl. Math. 13, 103–114 (1994)

    MathSciNet  MATH  Google Scholar 

  20. Iusem, A.N., Svaiter, B.F.: A variant of Korpelevich’s method for variational inequalities with a new search strategy. Optimization 42, 309–321 (1997)

    MathSciNet  MATH  Google Scholar 

  21. Iusem, A.N., Gárciga Otero, R.: Inexact versions of proximal point and augmented Lagrangian algorithms in Banach spaces. Numer. Funct. Anal. Optim. 22, 609–640 (2001)

    MathSciNet  MATH  Google Scholar 

  22. Iusem, A.N., Nasri, M.: Korpelevich’s method for variational inequality problems in Banach spaces. J. Glob. Optim. 50, 59–76 (2011)

    MathSciNet  MATH  Google Scholar 

  23. Kanzow, C., Shehu, Y.: Strong convergence of a double projection-type method for monotone variational inequalities in Hilbert spaces. J. Fixed Point Theory Appl. 20. Article 51 (2018)

  24. Karamardian, S.: Complementarity problems over cones with monotone and pseudo-monotone maps. J. Optim. Theory Appl. 18, 445–454 (1976)

    MathSciNet  MATH  Google Scholar 

  25. Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications. Academic Press, New York (1980)

    MATH  Google Scholar 

  26. Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications. Academic Press, New York (1980)

    MATH  Google Scholar 

  27. Khobotov, E.N.: Modifications of the extragradient method for solving variational inequalities and certain optimization problems. USSR Comput. Math. Math. Phys. 27, 120–127 (1987)

    MathSciNet  MATH  Google Scholar 

  28. Konnov, I.V.: Combined Relaxation Methods for Variational Inequalities. Springer, Berlin (2001)

    MATH  Google Scholar 

  29. Konnov, I.V.: Combined relaxation methods for finding equilibrium points and solving related problems. Russ. Math. (Iz. VUZ). 37, 44–51 (1993)

    MATH  Google Scholar 

  30. Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekon. Mat. Metody. 12, 747–756 (1976)

    MathSciNet  MATH  Google Scholar 

  31. Maingé, P. E.: A hybrid extragradient-viscosity method for monotone operators and fixed point problems. SIAM J. Control Optim. 47, 1499–1515 (2008)

    MathSciNet  MATH  Google Scholar 

  32. Malitsky, Y.V.: Projected reflected gradient methods for monotone variational inequalities. SIAM J. Optim. 25, 502–520 (2015)

    MathSciNet  MATH  Google Scholar 

  33. Malitsky, Y.V., Semenov, V.V.: A hybrid method without extrapolation step for solving variational inequality problems. J. Glob. Optim. 61, 193–202 (2015)

    MathSciNet  MATH  Google Scholar 

  34. Marcotte, P.: Application of Khobotov’s algorithm to variational inequalities and network equilibrium problems. Inf. Syst. Oper. Res. 29, 258–270 (1991)

    MATH  Google Scholar 

  35. Moudafi, A.: Viscosity approximating methods for fixed point problems. J. Math. Anal. Appl. 241, 46–55 (2000)

    MathSciNet  MATH  Google Scholar 

  36. Opial, Z.: Weak convergence of the sequence of successive approximations for nonexpansive mappings. Bull. Amer. Math. Soc. 73, 591–597 (1967)

    MathSciNet  MATH  Google Scholar 

  37. Shehu, Y., Dong, Q.L., Jiang, D.: Single projection method for pseudo-monotone variational inequality in Hilbert spaces Optimization. https://doi.org/10.1080/02331934.2018.1522636 (2018)

  38. Stampacchia, G.: Formes bilineaires coercitives sur les ensembles convexes. C. R. Acad. Sci. Paris. 258, 4413–4416 (1964)

    MathSciNet  MATH  Google Scholar 

  39. Solodov, M.V., Svaiter, B.F.: A new projection method for variational inequality problems. SIAM J. Control Optim. 37, 765–776 (1999)

    MathSciNet  MATH  Google Scholar 

  40. Solodov, M.V., Tseng, P.: Modified projection-type methods for monotone variational inequalities. SIAM J. Control Optim. 34, 1814–1830 (1996)

    MathSciNet  MATH  Google Scholar 

  41. Thong, D.V., Hieu, D.V.: Weak and strong convergence theorems for variational inequality problems. Numer. Algorithm. 78, 1045–1060 (2018)

    MathSciNet  MATH  Google Scholar 

  42. Thong, D.V., Hieu, D.V.: Modified subgradient extragradient algorithms for variational inequality problems and fixed point problems. Optimization 67, 83–102 (2018)

    MathSciNet  MATH  Google Scholar 

  43. Thong, D.V., Hieu, D.V.: Modified subgradient extragradient method for variational inequality problems. Numer. Algorithm. 79, 597–610 (2018)

    MathSciNet  MATH  Google Scholar 

  44. Thong, D.V., Hieu, D.V.: Inertial extragradient algorithms for strongly pseudomonotone variational inequalities. J. Comput. Appl. Math. 341, 80–98 (2018)

    MathSciNet  MATH  Google Scholar 

  45. Xu, H.K.: Iterative algorithms for nonlinear operators. J. Lond. Math. Soc. 66, 240–256 (2002)

    MathSciNet  MATH  Google Scholar 

  46. Vuong, P.T., Shehu, Y.: Convergence of an extragradient-type method for variational inequality with applications to optimal control problems. Numer. Algorithms. https://doi.org/10.1007/s11075-018-0547-6 (2018)

Download references

Acknowledgments

The authors would like to thank Professor Aviv Gibali and two anonymous reviewers for their comments on the manuscript which helped us very much in improving and presenting the original version of this paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Duong Viet Thong.

Additional information

Dedicated to Professor Le Dung Muu on the occasion of his 70th birthday

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Thong, D.V., Shehu, Y. & Iyiola, O.S. Weak and strong convergence theorems for solving pseudo-monotone variational inequalities with non-Lipschitz mappings. Numer Algor 84, 795–823 (2020). https://doi.org/10.1007/s11075-019-00780-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-019-00780-0

Keywords

Mathematics Subject Classification (2010)

Navigation