Ir al contenido

Documat


A Gradient-Like Regularized Dynamics for Monotone Equilibrium Problems

  • Pham Ky Anh [2] ; Trinh Ngoc Hai [1] ; Vu Tien Dung [2]
    1. [1] Hanoi University of Science and Technology

      Hanoi University of Science and Technology

      Vietnam

    2. [2] Vietnam National University
  • Localización: Qualitative theory of dynamical systems, ISSN 1575-5460, Vol. 21, Nº 4, 2022
  • Idioma: inglés
  • Enlaces
  • Resumen
    • In this paper, a gradient-like regularized dynamical system associated with a mono-tone equilibrium problem is studied. First, we give a rigorous proof of the existenceand uniqueness of the strong global solution to the dynamical system. Then, we obtainstrong convergence of the generated trajectories to a solution of the original equilib-rium. A time discretization of the dynamical system provides a strongly convergentiterative regularization gradient-type method with relaxation parameters. Finally, theperformance of the regularized dynamical system approach is illustrated by numericalexperiments.

  • Referencias bibliográficas
    • . Abbas, B., Attouch, H.: Dynamical systems and forward–backward algorithms associated with thesum of a convex subdifferential and a monotone...
    • 2. Abbas, B., Attouch, H., Svaiter, B.F.: Newton-like dynamics and forward backward methods for struc-tured monotone inclusions in Hilbert...
    • 3. Anh, P.K., Hai, T.N.: Spliting extragradient-like algorithms for strongly pseudomonotone equilibriumproblems. Numer. Algorithms76, 67–91...
    • 4. Anh, P.K., Hai, T.N.: Dynamical system for solving bilevel variational inequalities. J. Global Optim.80(4), 945–963 (2021)
    • 5. Anh, P.K., Hai, T.N.: On regularized forward-backward dynamical systems associated with structuredmonotone inclusions. Vietnam J. Math....
    • 6. Antipin, A.S.: Equilibrium programming: proximal methods. Comput. Mat. Math. Phys.37, 1285–1296 (1997)
    • 7. Antipin, A.S.: Gradient approach of computing fixed points of equilibrium problems. J. Glob. Optim.24, 285–309 (2002)
    • 8. Attouch, H., Alvarez, F.: The heavy ball with friction dynamical system for convex constrained mini-mization problems. In: Nguyen, V.H.,...
    • 9. Attouch, H., Svaiter, B.F.: A continuous dynamical Newton-like approach to solving monotone inclu-sions. SIAM J. Control Optim.49(2), 574–598...
    • 10. Banert, S., Bo ̧t, R.I.: A forward–backward–forward differential equation and its asymptotic properties.J. Convex Anal.25(2), 371–388...
    • 11. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces.CMS Books in Mathematics, Springer, Berlin...
    • 12. Bigi, G., Castellani, M., Pappalardo, M., Passacantando, M.: Nonlinear Programming Techniques forEquilibria. Springer, Switzerland (2019)
    • 13. Blum, E., Oettli, W.: From optimization and variational inequalities to equilibrium problems. Math.Stud.63, 123–145 (1994)
    • 14. Bolte, J.: Continuous gradient projection method in Hilbert spaces. J. Optim. Theory Appl.119(2),235–259 (2003)
    • 15. Bo ̧t, R.I., Csetnek, E.R.: A dynamical system associated with the fixed points set of a nonexpansiveoperator. J. Dyn. Differ. Equ.64(10),...
    • 16. Bo ̧t, R.I., Csetnek, E.R.: Approaching the solving of constrained variational inequalities via penaltyterm-based dynamical systems. J....
    • 17. Bo ̧t, R.I., Csetnek, E.R.: Second order forward–backward dynamical systems for monotone inclusionproblems. SIAM J. Control. Optim.54(3),...
    • 18. Bo ̧t, R.I., Hendrich, C.: Convergence analysis for a primal-dual monotone skew splitting algorithmwith applications to total variation...
    • 19. Bo ̧t, R.I., Csetnek, E.R., Vuong, P.T.: The forward–backward–forward method from continuous anddiscrete perspective for pseudo-monotone...
    • 20. Bo ̧t, R.I., Grad, S.M., Meier, D., Staudigl, M.: Inducing strong convergence of trajectories in dynamicalsystemsassociated to monotone...
    • 21. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems.Springer, Berlin (2002)
    • 22. Flam, S.D., Antipin, A.S.: Equilibrium programming and proximal-like algorithms. Math. Program.78, 29–41 (1997)
    • 23. Hai, T.N.: Contraction of the proximal mapping and applications to the equilibrium problem. Opti-mization66, 381–396 (2017)
    • 24. Hai, T.N.: Dynamical systems for solving variational inequalities. J. Dyn. Control Syst. (2021).https://doi.org/10.1007/s10883-021-09531-8
    • 25. Haraux, A.: Systémes dynamiques dissipatifs et applications. Recherches en MathématiquesAppliquées, Masson (1991)
    • 26. Hieu, D.V., Quy, P.K., Duong, H.N.: Equilibrium programming and new iterative methods in Hilbertspaces. Acta Appl. Math.176, Article number:...
    • 27. Hieu, D.V., Muu, L.D., Quy, P.K.: One-step optimization method for equilibrium problems. Adv.Comput. Math.38, Article number: 29 (2022)
    • 28. Hieu, D.V.: An extension of hybrid method without extrapolation step to equilibrium problems. J. Ind.Manag. Optim.13, 1723–1741 (2017)
    • 29. Hieu, D.V.: An inertial-like proximal algorithm for equilibrium problems. Math. Methods Oper. Res.88, 399–415 (2018)
    • 30. Hieu, D.V., Cho, Y.J., Xiao, Y.B.: Modified extragradient algorithms for solving equilibrium problems.Optimization67, 2003–2029 (2018)
    • 31. Hieu, D.V., Muu, L.D., Quy, P.K.: Regularization iterative method of bilevel form for equilibriumproblems in Hilbert spaces. Math. Methods...
    • 32. Konnov, I.V.: Equilibrium Models and Variational Inequalities. Elsevier, Amsterdam (2007)
    • 33. Konnov, I.V., Ali, M.S.S.: Descent methods for monotone equilibrium problems in Banach spaces. J.Comput. Appl. Math.188, 165–179 (2006)
    • 34. Maingé, P.E., Moudafi, A.: Coupling viscosity methods with the extragradient algorithm for solvingequilibrium problems. J. Nonlinear Convex...
    • 35. Moudafi, A.: Proximal point algorithm extended to equilibrium problem. J. Nat. Geom.15, 91–100(1999)
    • 36. Muu, L.D., Oettli, W.: Convergence of an adaptive penalty scheme for finding constraint equilibria.Nonlinear Anal.18, 1159–1166 (1992)
    • 37. Nguyen, T.T.V., Strodiot, J.J., Nguyen, V.H.: Hybrid methods for solving simultaneously an equilibriumproblem and countably many fixed...
    • 38. Peypouquet, J., Sorin, S.: Evolution equations for maximal monotone operators: asymptotic analysisin continuous and discrete time. J....
    • 39. Quoc, T.D., Muu, L.D., Nguyen, V.H.: Extragradient algorithms extended to equilibrium problems.Optimization57, 749–776 (2008)
    • 40. Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
    • 41. Santos, P., Scheimberg, S.: An inexact subgradient algorithm for equilibrium problems. Comput. Appl.Math.30, 91–107 (2011)
    • 42. Strodiot, J.J., Vuong, P.T., Nguyen, T.T.V.: A class of shrinking projection extragradient methods forsolving non-monotone equilibrium...
    • 43. Vinh, L.V., Tran, V.N., Vuong, P.T.: A second-order dynamical system for equilibrium problems.Numer. Algorithms91, 327–351 (2022)
    • 44. Vuong, P.T., Shehu, Y.: Convergence of an extragradient-type method for variational inequality withapplications to optimal control problems....
    • 45. Vuong, P.T., Strodiot, J.J.: A dynamical system for strongly pseudo-monotone equilibrium problems.J. Optim. Theory Appl.185, 67–784 (2020)
    • 46. Vuong, P.T., Strodiot, J.J., Nguyen, V.H.: Extragradient methods and linesearch algorithms for solvingKy Fan inequalities and fixed point...
    • 47. Vuong, P.T., Strodiot, J.J., Nguyen, V.H.: On extragradient-viscosity methods for solving equilibriumand fixed point problems in a Hilbert...
    • 48. Xu, H.: Another control condition in an iterative method for nonexpansive mappings. Bull. Austral.Math. Soc.65, 109–113 (2002)

Fundación Dialnet

Mi Documat

Opciones de artículo

Opciones de compartir

Opciones de entorno