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Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition

Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition
Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition

We prove the finite convergence of the sequences generated by some extragradient-type methods solving variational inequalities under the weakly sharp condition of the solution set. In addition, we provide estimations for the number of iterations to guarantee the sequence converges to a point in the solution set and prove that these estimations are optimal. Numerical examples are presented to illustrate the theoretical results.

Finite convergence, Projection method, Variational inequality, Weak sharpness
2238-3603
Trinh, Thanh Quoc
a0abb7a5-96af-42c8-987e-da1c7a2daa2c
Vinh, Le Van
3913e796-32ff-4c00-8620-97cbc55dc971
Vuong, Phan Tu
52577e5d-ebe9-4a43-b5e7-68aa06cfdcaf
Trinh, Thanh Quoc
a0abb7a5-96af-42c8-987e-da1c7a2daa2c
Vinh, Le Van
3913e796-32ff-4c00-8620-97cbc55dc971
Vuong, Phan Tu
52577e5d-ebe9-4a43-b5e7-68aa06cfdcaf

Trinh, Thanh Quoc, Vinh, Le Van and Vuong, Phan Tu (2022) Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition. Computational and Applied Mathematics, 41 (8), [400]. (doi:10.1007/s40314-022-02110-y).

Record type: Article

Abstract

We prove the finite convergence of the sequences generated by some extragradient-type methods solving variational inequalities under the weakly sharp condition of the solution set. In addition, we provide estimations for the number of iterations to guarantee the sequence converges to a point in the solution set and prove that these estimations are optimal. Numerical examples are presented to illustrate the theoretical results.

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Accepted/In Press date: 3 November 2022
e-pub ahead of print date: 19 November 2022
Published date: 1 December 2022
Additional Information: Funding Information: The first and the second authors would like to thank Van Lang University, Vietnam for funding this work. The authors would like to thank referees for highly valuable comments and suggestions to help us improving the presentation of this paper. Publisher Copyright: © 2022, The Author(s).
Keywords: Finite convergence, Projection method, Variational inequality, Weak sharpness

Identifiers

Local EPrints ID: 473408
URI: http://eprints.soton.ac.uk/id/eprint/473408
ISSN: 2238-3603
PURE UUID: 38d5e72b-e5ab-4357-83f6-7e64ed8bd76d
ORCID for Phan Tu Vuong: ORCID iD orcid.org/0000-0002-1474-994X

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Date deposited: 17 Jan 2023 17:50
Last modified: 18 Mar 2024 03:54

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Contributors

Author: Thanh Quoc Trinh
Author: Le Van Vinh
Author: Phan Tu Vuong ORCID iD

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