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The objective of this research is to explore a convex feasibility problem, which consists of a monotone variational inequality problem and a fixed point problem. We introduce four inertial extragradient algorithms that are motivated by the…

Optimization and Control · Mathematics 2021-07-27 Bing Tan , Jingjing Fan , Xiaolong Qin

We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…

Machine Learning · Computer Science 2021-08-30 Alina Ene , Huy L. Nguyen

Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…

Optimization and Control · Mathematics 2019-08-09 Jose Yunier Bello Cruz , Gemayqzel Bouza Allende

Qualitative and quantitative aspects for variational inequalities governed by strongly pseudomonotone operators on Hilbert space are investigated in this paper. First, we establish a global error bound for the solution set of the given…

Optimization and Control · Mathematics 2020-10-07 Pham Tien Kha , Pham Duy Khanh

The aim of this paper is to present an extragradient method for variational inequality associated to a point-to-set vector field in Hadamard manifolds and to study its convergence properties. In order to present our method the concept of…

Optimization and Control · Mathematics 2018-04-26 E. E. A. Batista , G. C. Bento , O. P. Ferreira

Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…

Optimization and Control · Mathematics 2024-03-27 Alexander Pichugin , Maksim Pechin , Aleksandr Beznosikov , Alexander Gasnikov

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…

Optimization and Control · Mathematics 2023-07-19 Eduard Gorbunov , Adrien Taylor , Samuel Horváth , Gauthier Gidel

This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…

Optimization and Control · Mathematics 2025-06-04 Mohammad S. Alkousa , Belal A. Alashqar , Fedor S. Stonyakin , Tarek Nabhani , Seydamet S. Ablaev

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

Numerical Analysis · Mathematics 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint…

Optimization and Control · Mathematics 2024-06-24 R. Díaz Millán , O. P. Ferreira , J. Ugon

We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…

Machine Learning · Computer Science 2019-02-06 Francis Bach , Kfir Y. Levy

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

Optimization and Control · Mathematics 2023-12-08 Zeinab Alizadeh , Felipe Parra Polanco , Afrooz Jalilzadeh

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In…

Optimization and Control · Mathematics 2018-04-30 Le Dung Muu , Phung Minh Duc , Xuan Thanh Le

We propose and study a weakly convergent variant of the forward--backward algorithm for solving structured monotone inclusion problems. Our algorithm features a per-iteration deviation vector which provides additional degrees of freedom.…

Optimization and Control · Mathematics 2022-08-15 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

In this paper, we propose an algorithm combining the forward-backward splitting method and the alternative projection method for solving the system of splitting inclusion problem. We want to find a point in the interception of a finite…

Optimization and Control · Mathematics 2016-04-08 R. Díaz Millán

The article is devoted to the development of numerical methods for solving variational inequalities with relatively strongly monotone operators. We consider two classes of variational inequalities related to some analogs of the Lipschitz…

Optimization and Control · Mathematics 2022-05-25 F. S. Stonyakin , A. A. Titov , D. V. Makarenko , M. S. Alkousa

In this paper, we propose a second-order dynamical system with a smoothing effect for solving paramonotone variational inequalities. Under standard assumptions, we prove that the trajectories of this dynamical system converges to a solution…

Optimization and Control · Mathematics 2024-11-25 Pham Viet Hai , Trinh Ngoc Hai

For solving structured monotone inclusion problems involving the sum of finitely many maximal monotone operators, we propose and study a relative-error inertial-relaxed inexact projective splitting algorithm. The proposed algorithm benefits…

Optimization and Control · Mathematics 2023-01-25 M. Marques Alves , Marina Geremia , Raul T. Marcavillaca

In a normed space setting, this paper studies the conditions under which the projected solutions to a quasi equilibrium problem with non-self constraint map exist. Our approach is based on an iterative algorithm which gives rise to a…

Optimization and Control · Mathematics 2023-09-06 Monica Bianchi , Enrico Miglierina , Maede Ramazannejad

In this paper, we introduce two novel parallel projection methods for finding a solution of a system of variational inequalities which is also a common fixed point of a family of (asymptotically) $\kappa$ - strict pseudocontractive…

Optimization and Control · Mathematics 2015-11-09 Dang Van Hieu