Abstract
The article introduces a new algorithm for solving a class of variational inequality problems for monotone operators and system of nonlinear variational inequalities problems for two inverse strongly monotone operators. We describe how to incorporate the extragradient like technique based on altering points technique with inertial effects. A weak convergence theorem is established for the proposed algorithm. Numerical examples are performed to illustrate the numerical efficiency of the algorithm and compare with other algorithms.







Similar content being viewed by others
References
Agarwal, R.P., O’Regan, D., Sahu, D.R.: Fixed Point Theory for Lipschitzian-Type Mappings with Applications. Topological Fixed Point Theory and Its Applications. Springer, New York, NY (2009)
Alfuraidan, M.R., Ansari, Q.H.: Fixed Point Theory and Graph Theory, Foundations and Integrative Approaches (2016)
Alvarez, F.: Weak convergence of a relaxed and inertial hybrid projection-proximal point algorithm for maximal monotone operators in Hilbert space. SIAM J. Optim. 14, 773–782 (2004)
Alvarez, F., Attouch, H.: An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping. Set Valued Anal. 9, 3–11 (2001)
Bauschke, H.H., Combttes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert space. Springer, Berlin (2011)
Beck, A., Teboulle, M.: A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM J. Imaging Sci. 2(1), 183–202 (2009)
Bot, R.I., Csetnek, E.R.: An inertial alternating direction method of multipliers. Minimax Theory Appl. 1, 29–49 (2016)
Bot, R.I., Csetnek, E.R., Hendrich, C.: Inertial Douglas–Rachford splitting for monotone inclusion problems. Appl. Math. Comput. 256, 472–487 (2015)
Bruck, R.E., Reich, S.: Nonexpansive projections and resolvents of accretive operators in Banach spaces. Houst. J. Math. 3, 459–470 (1977)
Ceng, L.C., Sahu, D.R., Yao, J.C.: A unified extragradient method for systems of hierarchical variational inequalities in a Hilbert space. J. Inequal. Appl. 460 (2014)
Censor, Y., Gabali, A., Reich, S.: Stong convergence of subgradient extragradient methods for variational inequality problem in Hilbert space. Optim. Methods Softw. 26, 827–845 (2011)
Chen, C., Ma, S., Yang, J.: A general inertial proximal point algorithm for mixed variational inequality problem. SIAM J. Optim. 25(4), 2120–2142 (2014)
Denisov, S., Semenov, V., Chabak, L.: Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators. Cybern. Syst. Anal. 51, 757–765 (2015)
Dong, Q.L., Lu, Y.Y., Yang, J.: The extragradient algorithm with inertial effects for solving the variational inequality. Optimization 65, 2217–2226 (2016)
Dong, Q.L., Yuan, H.B., Cho, Y.J., Rassias, T.M.: Modified inertial Mann algorithm and inertial \(CQ\)-algorithm for nonexpansive mappings. Optim. Lett. 12, 87–102 (2018)
He, B.S., Yang, Z.H., Yuan, X.M.: An approximate proximal-extragradient type method for monotone variational inequalities. J. Math. Anal. Appl. 300, 362–374 (2004)
Hieu, D.V., Anh, P.K., Muu, L.D.: Modified hybrid projection methods for finding common solutions to variational inequality problems. Comput. Optim. Appl. 66, 75–96 (2017)
Iusem, A.N., Nasri, M.: Korpelevich’s method for variational inequality problems in Banach spaces. J. Glob. Optim. 50, 59–76 (2011)
Iusem, A.N., Svaiter, B.F.: A variant of Korpelevich’s method for variational inequalities with a new search strategy. Optimization 42, 309–321 (1997)
Khobotov, E.N.: A modification of the extragradient method for solving variational inequalities and certain optimization problems, (Russian)Zh. Vychisl. Mat. i Mat. Fiz., 27, 1462–1473, 1597, (1989)
Kirk, W.A., Reich, S., Veeramani, P.: Proximinal retracts and best proximity pair theorems. Numer. Funct. Anal. Optim. 24, 851–862 (2003)
Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Matecon 12, 747–756 (1976)
Lorenz, D.A., Pock, T.: An inertial forword-backword algorithm for monotone inclusions. J. Math. Imaging Vis. 51, 311–325 (2015)
Mainge, P.E.: Convergence theorems for inertial KM-type algorithms. J. Comput. Appl. Math. 219, 223–236 (2008)
Malitsky, YuV: Projected reflected gradient methods for monotone variational inequalities. SIAM J. Optim. 25, 502–520 (2015)
Marcotte, P.: Applications of Khobotov’s algorithm to variational and network equlibrium problems. Inf. Syst. Oper. Res. 29, 258–270 (1991)
Nesterov, Y.E.: A method for unconstrained convex minimization problem with the rate of convergence O(1/k2). Sov. Math. Dokl. 27(2), 372–376 (1983)
Ochs, P., Chen, Y., Brox, T., Pock, T.: Inertial proximal algorithm for non-convex optimization. SIAM J. Imaging Sci. 7(2), 1388–1419 (2014)
Polyak, B.T.: Some methods of speeding up the convergence of iteration methods. USSR Comput. Math. Math. Phys. 4, 1–17 (1964)
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 6, 877–898 (1976)
Sadiq Basha, S., Veeramani, P.: Best proximity pair theorems for multifunctions with open fibres. J. Approx. Theory 103, 119–129 (2000)
Sahu, D.R., Kang, S.M., Kumar, A.: Convergence analysis of parallel S-iteration process for system of generalized variational inequalities. J. Funct. Spaces, Article ID 5847096, 10 pages (2017)
Sahu, D.R.: Altering points and applications. Nonlinear Stud. 21(2), 349–365 (2014)
Sahu, D.R., Kumar, A., Wen, C.F.: S-iteration process of Halpern-type for common solutions of nonexpansive mappings and monotone variational inequalities. Filomat 33(6), 1727–1746 (2019)
Solodov, M.V., Svaiter, B.F.: A new projection method for variational inequality problems. SIAM J. Control Optim. 37, 765–776 (1999)
Thong, D.V., Vuong, P.T.: Modified Tseng’s extragradient methods for solving pseudo-monotone variational inequalities. Optimization (2019). https://doi.org/10.1080/0233193402.19.1616191
Tian, M., Tong, M.: Self-adaptive subgradient extragradient method with inertial modification for solving monotone variational inequality problems and quasi-nonexpansive fixed point problems. J. Ineq. Appl. 1(7), 1–19 (2019)
Tseng, P.: A modified forward-backward splitting method for maximal monotone mappings. SIAM J. Control Optim. 38, 431–446 (2000)
Verma, R.U.: Projection methods, algorithms and a new system of nonlinear variational inequalities. Comput. Math. Appl. 41, 1025–1031 (2001)
Zarantonello, E.H.: Projections on convex sets in Hilbert space and spectral theory. In: Zarantonello, E.H. (ed.) Contributions to Nonlinear Functional Analysis. Academic Press, New York (1971)
Zhang, J., Qu, B., Xiu, N.: Some projection-like methods for the generalized Nash equilibria. Comput. Optim. Appl. 45, 89–109 (2010)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Sahu, D.R., Singh, A.K. Inertial iterative algorithms for common solution of variational inequality and system of variational inequalities problems. J. Appl. Math. Comput. 65, 351–378 (2021). https://doi.org/10.1007/s12190-020-01395-8
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-020-01395-8