C-FISTA type projection algorithm for quasi-variational inequalities
C-FISTA type projection algorithm for quasi-variational inequalities
In this paper, we first propose a version of FISTA, called C-FISTA type gradient projection algorithm, for quasi-variational inequalities in Hilbert spaces and obtain linear convergence rate. Our results extend the results of Nesterov for C-FISTA algorithm for strongly convex optimization problem and other recent results in the literature where linear convergence results of C-FISTA are obtained for strongly convex composite optimization problems. For a comprehensive study, we also introduce a new version of gradient projection algorithm with momentum terms and give linear rate of convergence. We show the adaptability and effectiveness of our proposed algorithms through numerical comparisons with other related gradient projection algorithms that are in the literature for quasi-variational inequalities.
47H05, 47J20, 47J25, 65K15, 90C25, C-FISTA, Hilbert spaces, Quasi-variational inequalities, Strongly monotone
Yao, Yonghong
e6568469-548a-4420-bfcb-975964d1a738
Jolaoso, Lateef O.
102467df-eae0-4692-8668-7f73e8e02546
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a
Yao, Yonghong
e6568469-548a-4420-bfcb-975964d1a738
Jolaoso, Lateef O.
102467df-eae0-4692-8668-7f73e8e02546
Shehu, Yekini
df727925-5bf0-457a-87fa-f70de3bfd11a
Yao, Yonghong, Jolaoso, Lateef O. and Shehu, Yekini
(2024)
C-FISTA type projection algorithm for quasi-variational inequalities.
Numerical Algorithms.
(doi:10.1007/s11075-024-01852-6).
Abstract
In this paper, we first propose a version of FISTA, called C-FISTA type gradient projection algorithm, for quasi-variational inequalities in Hilbert spaces and obtain linear convergence rate. Our results extend the results of Nesterov for C-FISTA algorithm for strongly convex optimization problem and other recent results in the literature where linear convergence results of C-FISTA are obtained for strongly convex composite optimization problems. For a comprehensive study, we also introduce a new version of gradient projection algorithm with momentum terms and give linear rate of convergence. We show the adaptability and effectiveness of our proposed algorithms through numerical comparisons with other related gradient projection algorithms that are in the literature for quasi-variational inequalities.
Text
FISTA QVI
- Accepted Manuscript
Available under License Other.
More information
Accepted/In Press date: 24 May 2024
e-pub ahead of print date: 30 May 2024
Additional Information:
Publisher Copyright:
© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024.
Keywords:
47H05, 47J20, 47J25, 65K15, 90C25, C-FISTA, Hilbert spaces, Quasi-variational inequalities, Strongly monotone
Identifiers
Local EPrints ID: 492827
URI: http://eprints.soton.ac.uk/id/eprint/492827
ISSN: 1017-1398
PURE UUID: e0dc6394-93dc-4062-a80c-38b0942cba3f
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Date deposited: 15 Aug 2024 16:53
Last modified: 16 Aug 2024 04:01
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Contributors
Author:
Yonghong Yao
Author:
Yekini Shehu
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