An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems

Authors: Duong Viet Thong, Yekini Shehu, Olaniyi S Iyiola, Nguyễn Thị Cẩm Vân, Dương Viết Thông,

https://doi.org/10.1007/s00186-020-00730-w

Publisher, magazine: ,

Publication year: 2020

  Lưu        Trích dẫn         Chia sẻ

Abstract

The paper introduces an inertial extragradient subgradient method with self-adaptive step sizes for solving equilibrium problems in real Hilbert spaces. Weak convergence of the proposed method is obtained under the condition that the bifunction is pseudomonotone and Lipchitz continuous. Linear convergence is also given when the bifunction is strongly pseudomonotone and Lipchitz continuous. Numerical implementations and comparisons with other related inertial methods are given using test problems including a real-world application to Nash–Cournot oligopolistic electricity market equilibrium model.

Tags: Equilibrium problem, Variational inequality problem, Extragradient method