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Extension of forward-reflected-backward method to non-convex mixed variational inequalities

Author

Listed:
  • Chinedu Izuchukwu

    (University of the Witwatersrand)

  • Yekini Shehu

    (Zhejiang Normal University)

  • Chibueze C. Okeke

    (University of the Witwatersrand)

Abstract

This paper presents a modification of a recently studied forward-reflected-backward splitting method to solve non-convex mixed variational inequalities. We give global convergence results and nonasymptotic O(1/k) rate of convergence of the proposed method under some appropriate conditions and present some numerical illustrations, one of which is derived from oligopolistic equilibrium problems, to show the efficiency of our proposed method.

Suggested Citation

  • Chinedu Izuchukwu & Yekini Shehu & Chibueze C. Okeke, 2023. "Extension of forward-reflected-backward method to non-convex mixed variational inequalities," Journal of Global Optimization, Springer, vol. 86(1), pages 123-140, May.
    • Handle: RePEc:spr:jglopt:v:86:y:2023:i:1:d:10.1007_s10898-022-01253-w
    DOI: 10.1007/s10898-022-01253-w
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    References listed on IDEAS

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