An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems

被引：25
|
作者：
Shehu, Yekini [1 ,2 ]
Iyiola, Olaniyi S. [3 ]
Thong, Duong Viet [4 ]
Van, Nguyen Thi Cam [5 ]
机构：
[1] Zhejiang Normal Univ, Dept Math, Jinhua 321004, Zhejiang, Peoples R China
[2] Inst Sci & Technol IST, Campus 1, A-3400 Vienna, Austria
[3] Univ Penn, Dept Math & Phys Sci, Philadelphia, PA 19104 USA
[4] Duy Tan Univ, Inst Res & Dev, Da Nang 550000, Vietnam
[5] Natl Econ Univ, Fac Econ Math, Hanoi, Vietnam
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2021年 / 93卷 / 02期
基金：
欧洲研究理事会;
关键词：
Equilibrium problem; Variational inequality problem; Extragradient method; CONVERGENCE;
D O I：
10.1007/s00186-020-00730-w
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：213 / 242
页数：30
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