A Regularized Hybrid Steepest Descent Method for Variational Inclusions

This article is concerned with a generalization of the hybrid steepest descent method from variational inequalities to the multivalued case. This will be reached by replacing the multivalued operator by its Yosida approximate, which is always Lipschitz continuous. It is worth mentioning that the hybrid steepest descent method is an algorithmic solution to variational inequality problems over the fixed point set of certain nonexpansive mappings and has remarkable applicability to the constrained nonlinear inverse problems like image recovery and MIMO communication systems (see, e.g., [9 I. Yamada , M. Yukawa , and M. Yamagishi ( 2011 ). Minimizing the moreau envelope of nonsmooth convex functions over the fixed point set of certain quasi-nonexpansive mappings . In Fixed Point Algorithms for Inverse Problems in Science and Engineering ( H.H. Bauschke , R. Burachik , P.L. Combettes , V. Elser , D.R. Luke , and H. Wolkowicz , eds.), Springer-Verlag , New York , Chapter 17 , pp. 343 – 388 . [Google Scholar], 10 I. Yamada , Ogura , and N. Shirakawa ( 2002 ). A numerically robust hybrid steepest descent method for the convexly constrained generalized inverse problems . In Inverse Problems, Image Analysis and Medical Imaging. Contemporary Mathematics ( Z. Nashed and O. Scherzer , eds.), American Mathematical Society , Providence , RI , Vol. 313 , pp. 269 – 305 . [Google Scholar]]).     

A Hybrid Viscosity Approximation Method for a Common Solution of a General System of Variational Inequalities,an Equilibrium Problem,and Fixed Point Problems

In this paper, we introduce a new iterative method based on the hybrid viscosity approximation method for finding a common element of the set of solutions of a general system of variational inequalities, an equilibrium problem, and the set of common fixed points of a countable family of nonexpansive mappings in a Hilbert space. We prove a strong convergence theorem of the proposed iterative scheme under some suitable conditions on the parameters. Furthermore, we apply our main result for W-mappings. Finally, we give two numerical results to show the consistency and accuracy of the scheme.     

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.     

A Goldstein's Type Projection Method for a Class of Variant Variational Inequalities

Some optimization problems in mathematical programming can be translated to a variant variational inequality of the following form: Find a vector $\u^*$,such that $$Q(u^*)∈Ω,(v-Q(u^*))^Tu^* ≥ 0, ∀_v∈Ω.$$. This paper presents a simple iterative method for solving this class of variational inequalities. The method can be viewed as an extension of the Goldstein's projection method. Some results of preliminary numerical experiments are given to indicate its applications.     

On a Hybrid Extragradient-Viscosity Method for Monotone Operators and Fixed Point Problems

The purpose of this article is to give a more general scheme for approximating a common element of the fixed-point set of a certain mapping and the set of solutions of a variational inequality problem. This scheme is inspired by the recent work of Maingé [A hybrid extragradient-viscosity method for monotone operators and fixed point problems, SIAM J. Control Optim. 47, 1499–1515 (2008)]. We also show that some assumption imposed in his result can be relaxed. Moreover, our scheme is a genuine generalization of Maingé's result because there is a class of mappings to which our scheme is applicable, but which is beyond the scope of his result.     

一类单调变分不等式的非精确交替方向法

交替方向法适合于求解大规模问题.该文对于一类变分不等式提出了一种新的交替方向法.在每步迭代计算中,新方法提出了易于计算的子问题,该子问题由强单调的线性变分不等式和良态的非线性方程系统构成.基于子问题的精确求解,该文证明了算法的收敛性.进一步,又提出了一类非精确交替方向法,每步迭代计算只需非精确求解子问题.在一定的非精确条件下,算法的收敛性得以证明.     

变分不等式和不动点问题的新迭代算法

本文在Hilbert空间上引入了一个新迭代算法,找到了伪单调变分不等式问题的解集与伪非扩张映射的不动点集的公共元.通过修改的超梯度算法,得到了弱收敛定理.所得结果推广和提高了许多最新结果.     

分层变分包含问题中经由分层不动点途径的黏性方法

基于一原创技术—指标选取法,以黏性法分层逼近可数族非线性映射之公共不动点.并于适当条件下得一强收敛定理,用以解决Hilbert空间背景下之分层变分包含问题.     

关于变分不等式与不动点问题(英文)

In this paper,A strong convergence theorem for a finite family of nonexpansive mappings and relaxed cocoercive mappings based on an iterative method in the framework of Hilbert spaces is established.     

Banach空间中关于变分不等式组与严格伪压缩映射的广义迭代法(英文)

本文利用广义迭代法建立一迭代序列,通过该序列讨论Banach空间中一类广义变分不等式组的解与有限个严格伪压缩映射的公共不动点,并且得到该序列的强收敛性.本文所得结论推广和提高了以前一些相应结果.     

On the Metric Projection Operator and Its Applications to Solving Variational Inequalities in Banach Spaces

In this paper, we investigate the characteristics of the metric projection operator P _K : B → K, where B is a Banach space with dual space B?, and K is a nonempty closed convex subset of B. Then we apply its properties to study the existence of solutions of variational inequalities in uniformly convex and uniformly smooth Banach spaces.     

A Combined Feasible-Infeasible Point Continuation Method for Strongly Monotone Variational Inequality Problems

In this paper, we discuss the variational inequality problems VIP(X, F), where F is a strongly monotone function and the convex feasible set X is described by some inequaliy constraints. We present a continuation method for VIP(X, F), which solves a sequence of perturbed variational inequality problems PVIP(X, F, , ) depending on two parameters 0 and >0. It is worthy to point out that the method will be a feasible point type when =0 and an infeasible point type when >0, i.e., it is a combined feasible–infeasible point (CFIFP for short) method. We analyse the existence, uniqueness and continuity of the solution to PVIP(X, F, , ), and prove that any sequence generated by this method converges to the unique solution of VIP(X, F). Moreover, some numerical results of the algorithm are reported which show the algorithm is effective.     

On Finite and Strong Convergence of a Proximal Method for Equilibrium Problems

We introduce the notions of conditioning and well-posedness for equilibrium problems. Using these concepts, we obtain finite and strong convergence results for the proximal method that improve, develop, and unify several theorems in optimization and nonlinear analysis.     

Existence and Uniqueness of Viscosity Solutions for Nonlinear Variational Inequalities Associated with Mixed Control

The author investigates the nonlinear parabolic variational inequality derived from the mixed stochastic control problem on finite horizon. Supposing that some sufficiently smooth conditions hold, by the dynamic programming principle, the author builds the Hamilton-Jacobi-Bellman(HJB for short) variational inequality for the value function.The author also proves that the value function is the unique viscosity solution of the HJB variational inequality and gives an application to the quasi-variat...     

关于变分包含问题和不动点问题的一些结果及应用

基于一个广义迭代算法,考虑了逼近一类拟变分包含问题解集与一族无限多个非扩张映象公共不动点集的某一公共元问题.在实Hilbert空间的框架下,证明了由次广义迭代算法产生的迭代序列强收敛到某一公共元.     

Global Method for Monotone Variational Inequality Problems with Inequality Constraints

We consider optimization methods for monotone variational inequality problems with nonlinear inequality constraints. First, we study the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original variational inequality problem is reformulated as simple bounded minimization. Under certain assumptions, we show that any stationary point of the optimization problem is a solution of the problem considered. Finally, we propose a descent method for the variational inequality problem and prove its global convergence.     

一类型变分不等式解的存在性唯一性问题及其对力学中的Signorini问题的应用

在本文中,我们研究了一类变分不等式解的存在性和唯一性问题,作为应用,讨论了力学中的著名的Signorini问题,改进了这一问题有解的条件.     

Extragradient Methods for Solving Equilibrium Problems,Variational Inequalities,and Fixed Point Problems

In this paper, we propose the new extragradient algorithms for an α-inverse-strongly monotone operator and a relatively nonexpansive mapping in Banach spaces. We prove convergence theorems by this methods under suitable conditions. Applying our algorithms, we find a zero paint of maximal monotone operators. Using FMINCON optimization toolbox in MATLAB, we give an example to illustrate the usability of our results.     

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.     

一类非对称单调变分不等式的交替方向法

对一类非对称变分不等式问题提出了交替方向法。推广了交替方向仅适用于等式约束或不等约束的情形，得出了迭代序列的一些性质及收敛性．