×

Splitting extragradient-like algorithms for strongly pseudomonotone equilibrium problems. (English) Zbl 06788827

Summary: In this paper, two splitting extragradient-like algorithms for solving strongly pseudomonotone equilibrium problems given by a sum of two bifunctions are proposed. The convergence of the proposed methods is analyzed and the \(R\)-linear rate of convergence under suitable assumptions on bifunctions is established. Moreover, a noisy data case, when a part of the bifunction is contaminated by errors, is studied. Finally, some numerical experiments are given to demonstrate the efficiency of our algorithms.

MSC:

47H05 Monotone operators and generalizations
47J25 Iterative procedures involving nonlinear operators
65K10 Numerical optimization and variational techniques
65Y05 Parallel numerical computation
90C25 Convex programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Full Text: DOI

References:

[1] Alizadeh, S., Moradlou, F.: A strong convergence theorem for equilibrium problems and generalized hybrid mappings. Mediterr. J. Math. 13, 379-390 (2016) · Zbl 1336.47061 · doi:10.1007/s00009-014-0462-6
[2] Anh, P.K., Hieu, D.V.: Parallel hybrid iterative methods for variational inequalities, equilibrium problems, and common fixed point problems. Vietnam J. Math. 44(2), 351-374 (2016) · Zbl 1347.47038 · doi:10.1007/s10013-015-0129-z
[3] Hieu, D.V., Muu, L.D., Anh, P.K.: Parallel hybrid extragradient methods for pseudomonotone equilibrium problems and nonexpansive mappings. Numer. Algor. 73, 197-217 (2016) · Zbl 1367.65089 · doi:10.1007/s11075-015-0092-5
[4] Antipin, A.S.: Gradient approach of computing fixed points of equilibrium problems. J. Glob. Optim. 24, 285-309 (2002) · Zbl 1056.91001 · doi:10.1023/A:1020321209606
[5] Briceño-Arias, L. M.: A Douglas-Rachford splitting method for solving equilibrium problems. Nonlinear Anal. 75, 6053-6059 (2012) · Zbl 1246.91103 · doi:10.1016/j.na.2012.06.014
[6] Blum, E., Oettli, W.: From optimization and variational inequalities to equilibrium problems. Math. Student 63, 123-146 (1994) · Zbl 0888.49007
[7] Borwein, J.M., Lewis, A.S.: Convex analysis and nonlinear optimization: theory and examples. Springer, New York (2000) · Zbl 0953.90001 · doi:10.1007/978-1-4757-9859-3
[8] Bello Cruz, J.Y., Millán, R.D.: A direct splitting method for nonsmooth variational inequalities. J. Optim. Theory Appl. 161, 729-737 (2014) · Zbl 1293.49016 · doi:10.1007/s10957-013-0478-2
[9] Combettes, L.P., Hirstoaga, S.A.: Equilibrium programming in Hilbert spaces. J. Nonlinear Convex Anal. 6, 117-136 (2005) · Zbl 1109.90079
[10] Contreras, J., Klusch, M., Krawczyk, J.B.: Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets. IEEE Trans. Power Syst. 19(1), 195-206 (2004) · doi:10.1109/TPWRS.2003.820692
[11] Dinh, B.V., Muu, L.D.: A projection algorithm for solving pseudomonotone equilibrium problems and it’s application to a class of bilevel equilibria. Optimization 64(3), 559-575 (2015) · Zbl 1317.65152
[12] Flam, S.D., Antipin, A.S.: Equilibrium programming using proximal-like algorithms. Math. Prog. 78, 29-41 (1997) · Zbl 0890.90150 · doi:10.1007/BF02614504
[13] Giannessi, F., Maugeri, A., Pardalos, P.M.: Equilibrium problems: nonsmooth optimization and variational inequality models. Kluwer, Dordrecht (2004) · Zbl 0979.00025 · doi:10.1007/b101835
[14] Iiduka, H., Yamada, I.: An ergodic algorithm for the power-control games for CDMA data networks. J. Math. Model. Alg. 8, 1-18 (2009) · Zbl 1170.93020 · doi:10.1007/s10852-008-9099-4
[15] Iiduka, H.: Fixed point optimization algorithm and its application to power control in CDMA data networks. Math. Program. 133, 227-242 (2012) · Zbl 1274.90428 · doi:10.1007/s10107-010-0427-x
[16] Khanh, P.D., Vuong, P.T.: Modified projection method for strongly pseudomonotone variational inequalities. J. Glob. Optim. 58(2), 341-350 (2014) · Zbl 1454.47095 · doi:10.1007/s10898-013-0042-5
[17] Konnov, I.V.: Combined relaxation methods for variational inequalities. Springer, Berlin (2000) · Zbl 0982.49009
[18] Lions, P.L., Mercier, B.: Splitting algorithms for the sum of two nonlinear operators. SIAM J. Numer. Anal. 16, 964-979 (1979) · Zbl 0426.65050 · doi:10.1137/0716071
[19] Mastroeni, G.: Gap function for equilibrium problems. J. Glob. Optim. 27, 411-426 (2004) · Zbl 1061.90112 · doi:10.1023/A:1026050425030
[20] Moreau, J.J.: Proximité et dualité dans un espace hilbertien. Bull. Soc. Math. France 93, 273-299 (1965) · Zbl 0136.12101 · doi:10.24033/bsmf.1625
[21] Moudafi, A.: On the convergence of splitting proximal methods for equilibrium problems in Hilbert spaces. J. Math. Anal. Appl. 359, 508-513 (2009) · Zbl 1176.90644 · doi:10.1016/j.jmaa.2009.06.005
[22] Muu, L.D., Quoc, T.D.: Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model. J. Optim. Theory Appl. 142, 185-204 (2009) · Zbl 1191.90084 · doi:10.1007/s10957-009-9529-0
[23] Nguyen, T.T.V., Strodiot, J.J.: The interior proximal extragradient method for solving equilibrium problems. J. Glob. Optim. 44(2), 175-192 (2009) · Zbl 1192.90212 · doi:10.1007/s10898-008-9311-0
[24] Noor, M.A.: Some algorithms for general monotone mixed variational inequalities. Math. Comput. Model. 29(7), 1-9 (1999) · Zbl 0991.49004 · doi:10.1016/S0895-7177(99)00058-8
[25] Noor, M.A.: Iterative schemes for quasimonotone mixed variational inequalities. Optimization 50, 29-44 (2001) · Zbl 0986.49008 · doi:10.1080/02331930108844552
[26] Plubtieng, S., Punpaeng, R.: A general iterative method for equilibrium problems and fixed points problems in Hilbert spaces. J. Math. Anal. Appl. 336, 455-469 (2007) · Zbl 1127.47053 · doi:10.1016/j.jmaa.2007.02.044
[27] Quoc, T.D., Anh, P.N., Muu, L.D.: Dual extragradient algorithms extended to equilibrium problems. J. Glob. Optim. 52(1), 139-159 (2012) · Zbl 1258.90088 · doi:10.1007/s10898-011-9693-2
[28] Quoc, T.D., Muu, L.D., Nguyen, V.H.: Extragradient algorithms extended to equilibrium problems. Optimization 57(6), 749-776 (2008) · Zbl 1152.90564 · doi:10.1080/02331930601122876
[29] Rockafellar, R.T.: Convex analysis. Princeton University Press, Princeton, NJ (1970) · Zbl 0193.18401 · doi:10.1515/9781400873173
[30] Strodiot, J.J., Nguyen, T.T.V., Nguyen, V.H.: A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems. J. Glob. Optim. 56, 373-397 (2013) · Zbl 1269.49013 · doi:10.1007/s10898-011-9814-y
[31] Svaiter, B.F.: On weak convergence of the Douglas-Rachford method. SIAM J. Control Optim. 49, 280-287 (2011) · Zbl 1220.47064 · doi:10.1137/100788100
[32] Takahashi, S., Takahashi, W.: Strong convergence theorem for a generalized equilibrium problem and a nonexpansive mapping in a Hilbert space. Nonlinear Anal. 69, 1025-1033 (2008) · Zbl 1142.47350 · doi:10.1016/j.na.2008.02.042
[33] Vuong, P.T., Strodiot, J.J., Nguyen, V.H.: Extragradient methods and linesearch algorithms for solving Ky Fan inequalities and fixed point problems. J. Optim. Theory Appl. 155(2), 605-627 (2012) · Zbl 1273.90207 · doi:10.1007/s10957-012-0085-7
[34] Xu, H.K.: Iterative algorithms for nonlinear operators. J. London Math. Soc. 66(2), 240-256 (2002) · Zbl 1013.47032 · doi:10.1112/S0024610702003332
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.