English

Golden ratio algorithms with new stepsize rules for variational inequalities

Optimization and Control 2019-04-17 v1

Abstract

In this paper, we introduce two golden ratio algorithms with new stepsize rules for solving pseudomonotone and Lipschitz variational inequalities in finite dimensional Hilbert spaces. The presented stepsize rules allow the resulting algorithms to work without the prior knowledge of the Lipschitz constant of operator. The first algorithm uses a sequence of stepsizes which is previously chosen, diminishing and non-summable. While the stepsizes in the second one are updated at each iteration and by a simple computation. A special point is that the sequence of stepsizes generated by the second algorithm is separated from zero. The convergence as well as the convergence rate of the proposed algorithms are established under some standard conditions. Also, we give several numerical results to show the behavior of the algorithms in comparisons with other algorithms.

Keywords

Cite

@article{arxiv.1904.07591,
  title  = {Golden ratio algorithms with new stepsize rules for variational inequalities},
  author = {Dang Van Hieu and Yeol Je Cho and Yi-bin Xiao},
  journal= {arXiv preprint arXiv:1904.07591},
  year   = {2019}
}

Comments

19 pages, 4 figures (Accepted for publication on April 16, 2019)

R2 v1 2026-06-23T08:41:07.911Z