Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities

In this paper, we introduce and study a relaxed extragradient method for finding solutions of a general system of variational inequalities with inverse-strongly monotone mappings in a real Hilbert space. First, this system of variational inequalities is proven to be equivalent to a fixed point problem of nonexpansive mapping. Second, by using the demi-closedness principle for nonexpansive mappings, we prove that under quite mild conditions the iterative sequence defined by the relaxed extragradient method converges strongly to a solution of this system of variational inequalities. In addition, utilizing this result, we provide some applications of the considered problem not just giving a pure extension of existing mathematical problems. J.-C. Yao’s research was partially supported by a grant from the National Science Council.     

Relaxed extragradient iterative methods for variational inequalities

In this paper, we suggest and analyze some new relaxed extragradient iterative methods for finding a common element of the solution set of a variational inequality, the solution set of a general system of variational inequalities and the set of fixed points of a strictly pseudo-contractive mapping defined on a real Hilbert space. Strong convergence of the proposed methods under some mild conditions is established.     

A viscosity of extragradient approximation method for finding equilibrium problems, variational inequalities and fixed point problems for nonexpansive mappings

In this paper, we investigate the problem for finding the set of solutions for equilibrium problems, the set of solutions of the variational inequalities for k-Lipschitz continuous mappings and fixed point problems for nonexpansive mappings in a Hilbert space. We introduce a new viscosity extragradient approximation method which is based on the so-called viscosity approximation method and extragradient method. We show that the sequence converges strongly to a common element of the above three sets under some parameters controlling conditions. Finally, we utilize our results to study some convergence problems for finding the zeros of maximal monotone operators. Our results are generalization and extension of the results of Kumam [P. Kumam, Strong convergence theorems by an extragradient method for solving variational inequalities and equilibrium problems in a Hilbert space, Turk. J. Math. 33 (2009) 85–98], Wangkeeree [R. Wangkeeree, An extragradient approximation method for equilibrium problems and fixed point problems of a countable family of nonexpansive mappings, Fixed Point Theory and Applications, 2008, Article ID 134148, 17 pages, doi:10.1155/2008/134148], Yao et al. [Y. Yao, Y.C. Liou, R. Chen, A general iterative method for an finite family of nonexpansive mappings, Nonlinear Analysis 69 (5–6) (2008) 1644–1654], Qin et al. [X. Qin, M. Shang, Y. Su, A general iterative method for equilibrium problems and fixed point problems in Hilbert spaces, Nonlinear Analysis (69) (2008) 3897–3909], and many others.     

Hybrid iterative scheme by a relaxed extragradient method for solutions of equilibrium problems and a general system of variational inequalities with application to optimization

In this paper, we introduce a new iterative process for finding the common element of the set of fixed points of a nonexpansive mapping, the set of solutions of an equilibrium problem and the solutions of the variational inequality problem for two inverse-strongly monotone mappings. We introduce a new viscosity relaxed extragradient approximation method which is based on the so-called relaxed extragradient method and the viscosity approximation method. We show that the sequence converges strongly to a common element of the above three sets under some parametric controlling conditions. Moreover, using the above theorem, we can apply to finding solutions of a general system of variational inequality and a zero of a maximal monotone operator in a real Hilbert space. The results of this paper extended, improved and connected with the results of Ceng et al., [L.-C. Ceng, C.-Y. Wang, J.-C. Yao, Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. 67 (2008), 375–390], Plubtieng and Punpaeng, [S. Plubtieng, R. Punpaeng, A new iterative method for equilibrium problems and fixed point problems of nonexpansive mappings and monotone mappings, Appl. Math. Comput. 197 (2) (2008) 548–558] Su et al., [Y. Su, et al., An iterative method of solution for equilibrium and optimization problems, Nonlinear Anal. 69 (8) (2008) 2709–2719], Li and Song [Liwei Li, W. Song, A hybrid of the extragradient method and proximal point algorithm for inverse strongly monotone operators and maximal monotone operators in Banach spaces, Nonlinear Anal.: Hybrid Syst. 1 (3) (2007), 398-413] and many others.     

An extragradient method for relaxed cocoercive variational inequality and equilibrium problems

The purpose of this paper is to investigate the problem of finding the common element of the set of common fixed points of a countable family of nonexpansivemappings, the set of an equilibrium problem and the set of solutions of the variational inequality problem for a relaxed cocoercive and Lipschitz continuous mapping in Hilbert spaces. Then, we show that the sequence converges strongly to a common element of the above three sets under some parameter controlling conditions, which are connected with Yao, Liou, Yao, Takahashi and many others.     

Modified subgradient extragradient algorithms for variational inequality problems and fixed point problems

The subgradient extragradient method can be considered as an improvement of the extragradient method for variational inequality problems for the class of monotone and Lipschitz continuous mappings. In this paper, we propose two new algorithms as combination between the subgradient extragradient method and Mann-like method for finding a common element of the solution set of a variational inequality and the fixed point set of a demicontractive mapping.     

Modified subgradient extragradient algorithms for solving monotone variational inequalities

ABSTRACT

In this paper, we introduce two new algorithms for solving classical variational inequalities problem with Lipschitz continuous and monotone mapping in real Hilbert space. We modify the subgradient extragradient methods with a new step size, the convergence of algorithms are established without the knowledge of the Lipschitz constant of the mapping. Finally, some numerical experiments are presented to show the efficiency and advantage of the proposed algorithms.     

Extensions of Korpelevich's extragradient method for the variational inequality problem in Euclidean space

We present two extensions of Korpelevich's extragradient method for solving the variational inequality problem (VIP) in Euclidean space. In the first extension, we replace the second orthogonal projection onto the feasible set of the VIP in Korpelevich's extragradient method with a specific subgradient projection. The second extension allows projections onto the members of an infinite sequence of subsets which epi-converges to the feasible set of the VIP. We show that in both extensions the convergence of the method is preserved and present directions for further research.     

Modified Tseng's extragradient methods for solving pseudo-monotone variational inequalities

ABSTRACT

We propose two modified Tseng's extragradient methods (also known as Forward–Backward–Forward methods) for solving non-Lipschitzian and pseudo-monotone variational inequalities in real Hilbert spaces. Under mild and standard conditions, we obtain the weak and strong convergence of the proposed methods. Numerical examples for illustrating the behaviour of the proposed methods are also presented     

On modified hybrid steepest-descent methods for general variational inequalities

We consider the general variational inequality GVI(F,g,C), where F and g are mappings from a Hilbert space into itself and C is intersection of the fixed point sets of a finite family of nonexpansive mappings. We suggest and analyze an iterative algorithm with variable parameters as follows:

     

Construction of Iterative Methods for Variational Inequality and Fixed Point Problems

In this article, we first introduce two iterative methods for finding a common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the variational inequality for an inverse strongly monotone mapping in a Hilbert space. Then we show that the proposed iterative methods converge strongly to a minimum norm element of two sets.     

An iterative approximation method for solving a general system of variational inequality problems and mixed equilibrium problems

In this paper, we introduce an iterative algorithm for finding a common element of the set of solutions of a mixed equilibrium problem, the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a general system of variational inequalities for a cocoercive mapping in a real Hilbert space. Furthermore, we prove that the proposed iterative algorithm converges strongly to a common element of the above three sets. Our results extend and improve the corresponding results of Ceng, Wang, and Yao [L.C. Ceng, C.Y. Wang, J.C. Yao, Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Methods Oper. Res. 67 (2008) 375–390], Ceng and Yao [L.C. Ceng, J.C. Yao, A hybrid iterative scheme for mixed equilibrium problems and fixed point problems, J. Comput. Appl. Math. doi:10.1016/j.cam.2007.02.022], Takahashi and Takahashi [S. Takahashi, W. Takahashi, Viscosity approximation methods for equilibrium problems and fixed point problems in Hilbert spaces, J. Math. Anal. Appl. 331 (2007) 506–515] and many others.     

Convergence theorems based on hybrid methods for generalized equilibrium problems and fixed point problems

The purpose of this work is to introduce a hybrid projection method for finding a common element of the set of a generalized equilibrium problem, the set of solutions to a variational inequality and the set of fixed points of a strict pseudo-contraction in a real Hilbert space.     

Convergence of an iterative algorithm for systems of variational inequalities and nonexpansive mappings with applications

In this paper, we consider the problem of convergence of an iterative algorithm for a system of generalized variational inequalities and a nonexpansive mapping. Strong convergence theorems are established in the framework of real Banach spaces.     

A new hybrid iterative method for mixed equilibrium problems and variational inequality problem for relaxed cocoercive mappings with application to optimization problems

In this paper, we introduce and study a new hybrid iterative method for finding a common element of the set of solutions of a mixed equilibrium problem, the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of variational inequalities for a ξ-Lipschitz continuous and relaxed (m,v)-cocoercive mappings in Hilbert spaces. Then, we prove a strong convergence theorem of the iterative sequence generated by the proposed iterative algorithm which solves some optimization problems under some suitable conditions. Our results extend and improve the recent results of Yao et al. [Y. Yao, M.A. Noor, S. Zainab and Y.C. Liou, Mixed equilibrium problems and optimization problems, J. Math. Anal. Appl (2009). doi:10.1016/j.jmaa.2008.12.005] and Gao and Guo [X. Gao and Y. Guo, Strong convergence theorem of a modified iterative algorithm for Mixed equilibrium problems in Hilbert spaces, J. Inequal. Appl. (2008). doi:10.1155/2008/454181] and many others.     

Strong convergence of a general iterative algorithm for equilibrium problems and variational inequality problems

The purpose of this paper is to study the strong convergence of a general iterative scheme to find a common element of the set of common fixed points of a finite family of nonexpansive mappings, the set of solutions of variation inequalities for a relaxed cocoercive mapping and the set of solutions of an equilibrium problem. Our results extend recent results announced by many others.     

关于求解变分不等式问题的2-次梯度外梯度算法收敛性的一个补注

Yair Censor,Aviv Gibali和Simeon Reich为求解变分不等式问题提出了 2-次梯度外梯度算法.关于此算法的收敛性,作者给出了部分证明,有一个问题:由算法产生的迭代点列能否收敛到变分不等式问题的一个解上,没有得到解决.此问题作为一个公开问题在文章"Extensions of Korpelevi...     

Approximation of common solutions of variational inequalities via strict pseudocontractions

In this paper, a convex feasibility problem is considered. We construct an iterative method to approximate a common element of the solution set of classical variational inequalities and of the fixed point set of a strict pseudocontraction. Strong convergence theorems for the common element are established in the framework of Hilbert spaces.     

An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities

Extra-gradient method and its modified versions are direct methods for variational inequalities VI(Ω, F) that only need to use the value of function F in the iterative processes. This property makes the type of extra-gradient methods very practical for some variational inequalities arising from the real-world, in which the function F usually does not have any explicit expression and only its value can be observed and/or evaluated for given variable. Generally, such observation and/or evaluation may be obtained via some costly experiments. Based on this view of point, reducing the times of observing the value of function F in those methods is meaningful in practice. In this paper, a new strategy for computing step size is proposed in general extra-gradient method. With the new step size strategy, the general extra-gradient method needs to cost a relatively minor amount of computation to obtain a new step size, and can achieve the purpose of saving the amount of computing the value of F in solving VI(Ω, F). Further, the convergence analysis of the new algorithm and the properties related to the step size strategy are also discussed in this paper. Numerical experiments are given and show that the amount of computing the value of function F in solving VI(Ω, F) can be saved about 12–25% by the new general extra-gradient method.     

A projection-type method for variational inequalities on Hadamard manifolds and verification of solution existence

In this paper, we extend a projection-type method for variational inequalities from Euclidean spaces to Hadamard manifolds. The proposed method has the following nice features: (i) the algorithm is well defined whether the solution set of the problem is non-empty or not, under weak assumptions; (ii) if the solution set is non-empty, then the sequence generated by the method is convergent to the solution, which is closest to the initial point; and (iii) the existence of the solutions to variational inequalities can be verified through the behaviour of the generated sequence. The results presented in this paper generalize and improve some known results given in literatures.