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Convergence of Hybrid Steepest-Descent Methods for Variational Inequalities

Author

Listed:
  • H. K. Xu

    (University of Durban-Westville)

  • T. H. Kim

    (Pukyong National University)

Abstract

Assume that F is a nonlinear operator on a real Hilbert space H which is η-strongly monotone and κ-Lipschitzian on a nonempty closed convex subset C of H. Assume also that C is the intersection of the fixed point sets of a finite number of nonexpansive mappings on H. We devise an iterative algorithm which generates a sequence (x n ) from an arbitrary initial point x 0∈H. The sequence (x n ) is shown to converge in norm to the unique solution u* of the variational inequality $$\left\langle {F(u*),\user1{v} - u*} \right\rangle \geqslant 0$$ Applications to constrained pseudoinverse are included.

Suggested Citation

  • H. K. Xu & T. H. Kim, 2003. "Convergence of Hybrid Steepest-Descent Methods for Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 119(1), pages 185-201, October.
    • Handle: RePEc:spr:joptap:v:119:y:2003:i:1:d:10.1023_b:jota.0000005048.79379.b6
    DOI: 10.1023/B:JOTA.0000005048.79379.b6
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    References listed on IDEAS

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    1. Patrick Jaillet & Damien Lamberton & Bernard Lapeyre, 1990. "Variational inequalities and the pricing of American options," Post-Print hal-01667008, HAL.
    2. H.K. Xu, 2003. "An Iterative Approach to Quadratic Optimization," Journal of Optimization Theory and Applications, Springer, vol. 116(3), pages 659-678, March.
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    Cited by:

    1. L. C. Zeng & S. Schaible & J. C. Yao, 2009. "Hybrid Steepest Descent Methods for Zeros of Nonlinear Operators with Applications to Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 141(1), pages 75-91, April.
    2. Nguyen Buong & Lam Thuy Duong, 2011. "An Explicit Iterative Algorithm for a Class of Variational Inequalities in Hilbert Spaces," Journal of Optimization Theory and Applications, Springer, vol. 151(3), pages 513-524, December.
    3. Lu-Chuan Ceng & Qamrul Hasan Ansari & Jen-Chih Yao, 2011. "Iterative Methods for Triple Hierarchical Variational Inequalities in Hilbert Spaces," Journal of Optimization Theory and Applications, Springer, vol. 151(3), pages 489-512, December.
    4. Haiyun Zhou & Peiyuan Wang, 2014. "A Simpler Explicit Iterative Algorithm for a Class of Variational Inequalities in Hilbert Spaces," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 716-727, June.
    5. Lu-Chuan Ceng & Yekini Shehu & Jen-Chih Yao, 2022. "Modified Mann Subgradient-like Extragradient Rules for Variational Inequalities and Common Fixed Points Involving Asymptotically Nonexpansive Mappings," Mathematics, MDPI, vol. 10(5), pages 1-20, February.
    6. Jeong, Jae Ug, 2016. "Generalized viscosity approximation methods for mixed equilibrium problems and fixed point problems," Applied Mathematics and Computation, Elsevier, vol. 283(C), pages 168-180.
    7. Lu-Chuan Ceng & Adrian Petruşel & Jen-Chih Yao, 2019. "On Mann Viscosity Subgradient Extragradient Algorithms for Fixed Point Problems of Finitely Many Strict Pseudocontractions and Variational Inequalities," Mathematics, MDPI, vol. 7(10), pages 1-14, October.
    8. Lu-Chuan Ceng & Xiaoye Yang, 2019. "Some Mann-Type Implicit Iteration Methods for Triple Hierarchical Variational Inequalities, Systems Variational Inequalities and Fixed Point Problems," Mathematics, MDPI, vol. 7(3), pages 1-20, February.
    9. L. C. Ceng & S. Schaible & J. C. Yao, 2008. "Implicit Iteration Scheme with Perturbed Mapping for Equilibrium Problems and Fixed Point Problems of Finitely Many Nonexpansive Mappings," Journal of Optimization Theory and Applications, Springer, vol. 139(2), pages 403-418, November.
    10. Kanikar Muangchoo & Poom Kumam & Yeol Je Cho & Sompong Dhompongsa & Sakulbuth Ekvittayaniphon, 2019. "Approximating Fixed Points of Bregman Generalized α -Nonexpansive Mappings," Mathematics, MDPI, vol. 7(8), pages 1-28, August.
    11. Yun-Ling Cui & Lu-Chuan Ceng & Fang-Fei Zhang & Cong-Shan Wang & Jian-Ye Li & Hui-Ying Hu & Long He, 2022. "Modified Mann-Type Subgradient Extragradient Rules for Variational Inequalities and Common Fixed Points Implicating Countably Many Nonexpansive Operators," Mathematics, MDPI, vol. 10(11), pages 1-26, June.
    12. Lu-Chuan Ceng & Adrian Petruşel & Ching-Feng Wen & Jen-Chih Yao, 2019. "Inertial-Like Subgradient Extragradient Methods for Variational Inequalities and Fixed Points of Asymptotically Nonexpansive and Strictly Pseudocontractive Mappings," Mathematics, MDPI, vol. 7(9), pages 1-19, September.
    13. P. E. Maingé, 2008. "New Approach to Solving a System of Variational Inequalities and Hierarchical Problems," Journal of Optimization Theory and Applications, Springer, vol. 138(3), pages 459-477, September.
    14. H.K. Xu, 2003. "An Iterative Approach to Quadratic Optimization," Journal of Optimization Theory and Applications, Springer, vol. 116(3), pages 659-678, March.
    15. Yonghong Yao & Ke Wang & Xiaowei Qin & Li-Jun Zhu, 2019. "Extension of Extragradient Techniques for Variational Inequalities," Mathematics, MDPI, vol. 7(2), pages 1-11, January.
    16. Lu-Chuan Ceng & Mihai Postolache & Ching-Feng Wen & Yonghong Yao, 2019. "Variational Inequalities Approaches to Minimization Problems with Constraints of Generalized Mixed Equilibria and Variational Inclusions," Mathematics, MDPI, vol. 7(3), pages 1-20, March.
    17. Lu-Chuan Ceng & Ching-Feng Wen & Yeong-Cheng Liou & Jen-Chih Yao, 2022. "On Strengthened Inertial-Type Subgradient Extragradient Rule with Adaptive Step Sizes for Variational Inequalities and Fixed Points of Asymptotically Nonexpansive Mappings," Mathematics, MDPI, vol. 10(6), pages 1-21, March.
    18. Lu-Chuan Ceng & Qing Yuan, 2019. "Hybrid Mann Viscosity Implicit Iteration Methods for Triple Hierarchical Variational Inequalities, Systems of Variational Inequalities and Fixed Point Problems," Mathematics, MDPI, vol. 7(2), pages 1-24, February.
    19. L. C. Zeng & N. C. Wong & J. C. Yao, 2007. "Convergence Analysis of Modified Hybrid Steepest-Descent Methods with Variable Parameters for Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 132(1), pages 51-69, January.
    20. Rapeepan Kraikaew & Satit Saejung, 2012. "On Maingé’s Approach for Hierarchical Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 154(1), pages 71-87, July.
    21. Preeyanuch Chuasuk & Anchalee Kaewcharoen, 2021. "Inertial Krasnoselski–Mann Iterative Method for Solving Hierarchical Fixed Point and Split Monotone Variational Inclusion Problems with Its Applications," Mathematics, MDPI, vol. 9(19), pages 1-24, October.
    22. S. Saeidi & D. S. Kim, 2014. "Combination of the Hybrid Steepest-Descent Method and the Viscosity Approximation," Journal of Optimization Theory and Applications, Springer, vol. 160(3), pages 911-930, March.

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