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Convergence of an extragradient-type method for variational inequality with applications to optimal control problems

Convergence of an extragradient-type method for variational inequality with applications to optimal control problems
Convergence of an extragradient-type method for variational inequality with applications to optimal control problems
Our aim in this paper is to introduce an extragradient-type method for solving variational inequality with uniformly continuous pseudomonotone operator. The strong convergence of the iterative sequence generated by our method is established in real Hilbert spaces. Our method uses computationally inexpensive Armijo-type linesearch procedure to compute the stepsize under reasonable assumptions. Finally, we give numerical implementations of our results for optimal control problems governed by ordinary differential equations.
1017-1398
269-291
Vuong, Phan Tu
52577e5d-ebe9-4a43-b5e7-68aa06cfdcaf
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a
Vuong, Phan Tu
52577e5d-ebe9-4a43-b5e7-68aa06cfdcaf
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a

Vuong, Phan Tu and Shehu, Yekini (2019) Convergence of an extragradient-type method for variational inequality with applications to optimal control problems. Numerical Algorithms, 81 (1), 269-291. (doi:10.1007/s11075-018-0547-6).

Record type: Article

Abstract

Our aim in this paper is to introduce an extragradient-type method for solving variational inequality with uniformly continuous pseudomonotone operator. The strong convergence of the iterative sequence generated by our method is established in real Hilbert spaces. Our method uses computationally inexpensive Armijo-type linesearch procedure to compute the stepsize under reasonable assumptions. Finally, we give numerical implementations of our results for optimal control problems governed by ordinary differential equations.

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More information

Accepted/In Press date: 9 May 2018
e-pub ahead of print date: 28 May 2018
Published date: 1 May 2019

Identifiers

Local EPrints ID: 434862
URI: http://eprints.soton.ac.uk/id/eprint/434862
DOI: doi:10.1007/s11075-018-0547-6
ISSN: 1017-1398
PURE UUID: cfb26dc4-82e1-4000-ae88-9104505582b9
ORCID for Phan Tu Vuong: ORCID iD orcid.org/0000-0002-1474-994X

Catalogue record

Date deposited: 11 Oct 2019 16:30
Last modified: 16 Mar 2024 04:42

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Contributors

Author: Phan Tu Vuong ORCID iD
Author: Yekini Shehu

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