Title: A NEW STEPSIZE STRATEGY FOR KORPELEVICH'S ALGORITHM SOLVING VARIATIONAL INEQUALITIES.
Authors: NGOC HAI TRINH; TRUNG DUC TRAN
Abstract: In this paper, we propose two self-adaptive extragradient-like algorithms for solving pseudomonotone variational inequalities. We consider two cases: the mapping is Lipschitz continuous (with unknown modulus) and is not Lipschitz continuous. The step size in our algorithms can either increase or decrease at each step. This feature makes our algorithms more efficient. We also give some numerical examples to compare the performance of our algorithm with the existing one.
Subjects: ALGORITHMS; VARIATIONAL inequalities (Mathematics); LIPSCHITZ spaces; FUNCTION spaces; DECISION making
Publication: Applied Set-Valued Analysis & Optimization, 2024, Vol 6, Issue 3, p309
ISSN: 2562-7775
Publication type: Academic Journal
DOI: 10.23952/asvao.6.2024.3.05

A NEW STEPSIZE STRATEGY FOR KORPELEVICH'S ALGORITHM SOLVING VARIATIONAL INEQUALITIES.

NGOC HAI TRINH; TRUNG DUC TRAN