English

Regularized neural network for general variational inequalities involving monotone couples of operators in Hilbert spaces

Optimization and Control 2025-03-11 v2

Abstract

In this paper, based on the Tikhonov regularization technique, we study a monotone general variational inequality (GVI) by considering an associated strongly monotone GVI, depending on a regularization parameter α,\alpha, such that the latter admits a unique solution xαx_\alpha which tends to some solution of the initial GVI, as α0.\alpha \to 0. However, instead of solving the regularized GVI for each α\alpha, which may be very expensive, we consider a neural network (also known as a dynamical system) associated with the regularized GVI and establish the existence and the uniqueness of the strong global solution to the corresponding Cauchy problem. An explicit discretization of this neural network leads to strongly convergent iterative regularization algorithms for monotone general variational inequality. Numerical tests are performed to show the effectiveness of the proposed methods. This work extends our recent results in [Anh, Hai, Optim. Eng. 25 (2024) 2295-2313] to more general setting.

Keywords

Cite

@article{arxiv.2412.19054,
  title  = {Regularized neural network for general variational inequalities involving monotone couples of operators in Hilbert spaces},
  author = {Pham Ky Anh and Trinh Ngoc Hai and Nguyen Van Manh},
  journal= {arXiv preprint arXiv:2412.19054},
  year   = {2025}
}