Journal of Computational and Applied Mathematics2022,Vol.40613.DOI:10.1016/j.cam.2021.114003

R-linear convergence analysis of inertial extragradient algorithms for strongly pseudo-monotone variational inequalities

Thong, Duong Viet Vuong, PhanTu
Journal of Computational and Applied Mathematics2022,Vol.40613.DOI:10.1016/j.cam.2021.114003

R-linear convergence analysis of inertial extragradient algorithms for strongly pseudo-monotone variational inequalities

Thong, Duong Viet 1Vuong, PhanTu2
扫码查看

作者信息

  • 1. Natl Econ Univ
  • 2. Univ Southampton
  • 折叠

Abstract

Some extragradient-type algorithms with inertial effect for solving strongly pseudo-monotone variational inequalities have been proposed and investigated recently. While the convergence of these algorithms was established, it is unclear if the linear rate is guaranteed. In this paper, we provide R-linear convergence analysis for two extragradient-type algorithms for solving strongly pseudo-monotone, Lipschitz continuous variational inequality in Hilbert spaces. The linear convergence rate is obtained without the prior knowledge of the Lipschitz constants of the variational inequality mapping and the stepsize is bounded from below by a positive number. Some numerical results are provided to show the computational effectiveness of the algorithms. (C) 2021 Elsevier B.V. All rights reserved.

Key words

Inertial subgradient extragradient method/Forward-backward-forward method/Strongly pseudo-monotone mapping/Lipschitz continuity/R-linear rate/PROJECTION

引用本文复制引用

出版年

2022
Journal of Computational and Applied Mathematics

Journal of Computational and Applied Mathematics

EISCI
ISSN:0377-0427
被引量4
参考文献量35
段落导航相关论文