A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities

This paper presents an enhanced algorithm designed to solve variational inequality problems that involve a pseudomonotone and Lipschitz continuous operator in real Hilbert spaces. The method integrates a dual inertial extrapolation step, a relaxation step, and the subgradient extragradient technique...

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Main Authors: Habib ur Rehman, Kanokwan Sitthithakerngkiet, Thidaporn Seangwattana
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/1/133
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author Habib ur Rehman
Kanokwan Sitthithakerngkiet
Thidaporn Seangwattana
author_facet Habib ur Rehman
Kanokwan Sitthithakerngkiet
Thidaporn Seangwattana
author_sort Habib ur Rehman
collection DOAJ
description This paper presents an enhanced algorithm designed to solve variational inequality problems that involve a pseudomonotone and Lipschitz continuous operator in real Hilbert spaces. The method integrates a dual inertial extrapolation step, a relaxation step, and the subgradient extragradient technique, resulting in faster convergence than existing inertia-based subgradient extragradient methods. A key feature of the algorithm is its ability to achieve weak convergence without needing a prior guess of the operator’s Lipschitz constant in the problem. Our method encompasses a range of subgradient extragradient techniques with inertial extrapolation steps as particular cases. Moreover, the inertia in our algorithm is more flexible, chosen from the interval <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></mrow></semantics></math></inline-formula>. We establish <i>R</i>-linear convergence under the added hypothesis of strong pseudomonotonicity and Lipschitz continuity. Numerical findings are presented to showcase the algorithm’s effectiveness, highlighting its computational efficiency and practical relevance. A notable conclusion is that using double inertial extrapolation steps, as opposed to the single step commonly seen in the literature, provides substantial advantages for variational inequalities.
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spelling doaj-art-dee28a03fae14d6daede73f101d8c1ab2025-01-10T13:18:21ZengMDPI AGMathematics2227-73902024-12-0113113310.3390/math13010133A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational InequalitiesHabib ur Rehman0Kanokwan Sitthithakerngkiet1Thidaporn Seangwattana2School of Mathematics, Zhejiang Normal University, Jinhua 321004, ChinaIntelligent and Nonlinear Dynamic Innovations Research Center, Department of Mathematics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok (KMUTNB), Wongsawang, Bangsue, Bangkok 10800, ThailandFaculty of Science Energy and Environment, King Mongkut’s University of Technology North Bangkok (KMUTNB), Rayong Campus, Rayong 21120, ThailandThis paper presents an enhanced algorithm designed to solve variational inequality problems that involve a pseudomonotone and Lipschitz continuous operator in real Hilbert spaces. The method integrates a dual inertial extrapolation step, a relaxation step, and the subgradient extragradient technique, resulting in faster convergence than existing inertia-based subgradient extragradient methods. A key feature of the algorithm is its ability to achieve weak convergence without needing a prior guess of the operator’s Lipschitz constant in the problem. Our method encompasses a range of subgradient extragradient techniques with inertial extrapolation steps as particular cases. Moreover, the inertia in our algorithm is more flexible, chosen from the interval <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></mrow></semantics></math></inline-formula>. We establish <i>R</i>-linear convergence under the added hypothesis of strong pseudomonotonicity and Lipschitz continuity. Numerical findings are presented to showcase the algorithm’s effectiveness, highlighting its computational efficiency and practical relevance. A notable conclusion is that using double inertial extrapolation steps, as opposed to the single step commonly seen in the literature, provides substantial advantages for variational inequalities.https://www.mdpi.com/2227-7390/13/1/133variational inequality problemdouble inertial stepssubgradient extragradient methodpseudomonotone operator
spellingShingle Habib ur Rehman
Kanokwan Sitthithakerngkiet
Thidaporn Seangwattana
A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
Mathematics
variational inequality problem
double inertial steps
subgradient extragradient method
pseudomonotone operator
title A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
title_full A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
title_fullStr A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
title_full_unstemmed A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
title_short A Subgradient Extragradient Framework Incorporating a Relaxation and Dual Inertial Technique for Variational Inequalities
title_sort subgradient extragradient framework incorporating a relaxation and dual inertial technique for variational inequalities
topic variational inequality problem
double inertial steps
subgradient extragradient method
pseudomonotone operator
url https://www.mdpi.com/2227-7390/13/1/133
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