Versions of the Subgradient Extragradient Method for Pseudomonotone Variational Inequalities

Authors: Phan Quốc Khánh, Duong Viet Thong, Nguyễn Thế Vinh, Dương Viết Thông,

https://doi.org/10.1007/s10440-020-00335-9

Publisher, magazine: ,

Publication year: 2020

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Abstract

We develop versions of the subgradient extragradient method for variational inequalities in Hilbert spaces and establish sufficient conditions for their convergence. First we prove a sufficient condition for a weak convergence of a recent existing algorithm under relaxed assumptions. Then, we propose two other algorithms. Both weak and strong convergence of the considered algorithms are studied. Under additional strong pseudomonotonicity and Lipschitz continuity assumptions, we obtain also a Q-linear convergence rate of these algorithms. Our results improve some recent contributions in the literature. Illustrative numerical experiments are also provided by the end of the paper.

Tags: Extragradient method, Subgradient extragradient method ,Variational inequality, Pseudomonotonicity ,Weak and strong convergence, Q-linear convergence rate