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一种求解非单调均衡问题的改进外梯度投影算法

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在实Hilbert空间中提出了一种新的投影算法来求解非单调均衡问题.该算法所生成序列的全局弱收敛性不需要二元函数满足任何单调性条件,只需要相关的Minty均衡问题的解集非空.新算法节省了同类算法(简记为DHF)在下一迭代点的计算成本.并在与DHF相同的假设下证明了新算法所生成的序列具有全局弱收敛性.数值实验表明,从CPU时间的角度来看新算法比DHF算法效率更高.
A modified extragradient projection algorithm for solving nonmonotone equilibrium problems
A new projection algorithm is proposed to solve the nonmonotone equilibrium problem in the real Hilbert space.The global weak convergence of the sequences generated by the algorithm does not require the bifunction to satisfy any monotonicity condition,but only requires the solution set of the associated Minty equilibrium problem is nonempty.The new algorithm saves the computational cost of calculating the next iteration point of the known algorithm(DHF for short)algo-rithms.Under the same assumptions with DHF,the weakly global convergence of the sequence generated by this new algo-rithm is established.Numerical experiments show that the new algorithm is more efficient than DHF from CPU time point of view.

equilibriumprojection algorithmnonmonotone

王悦、叶明露

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西华师范大学数学与信息学院,四川 南充 637002

西华师范大学最优化理论与应用四川省高校重点实验室,四川 南充 637002

均衡问题 投影算法 非单调

国家自然科学基金面上项目国家自然科学基金青年基金

1187105911801455

2024

内江师范学院学报
内江师范学院

内江师范学院学报

影响因子:0.299
ISSN:1671-1785
年,卷(期):2024.39(6)
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