Algorithm for equilibrium problems in Banach space

Keywords: convergence, equilibrium problem, pseudo-monotonicity, proximal algorithm

Abstract

We consider the equilibrium programming problems in 2-uniformly convex and uniformly smooth Banach spaces. We obtained a theorem about weak convergence of the two-stage proximal algorithm for pseudo-monotone equilibrium programming problems in 2-uniformly convex and uniformly smooth Banach spaces. We proposed an adaptive two-stage proximal algorithm for equilibrium programming problems. The parameter update rule does not use the values of the Lipschitz constants of the bifunction. In contrast to the rules of the linear search type, it does not require calculations of the bifunction values at additional points. For pseudo-monotone bifunctions of the Lipschitz type, we prove the theorem on weak convergence of the sequences generated by the algorithm.

References

Kassay G., Radulescu V.D. Equilibrium Problems and Applications. London: Academic Press, 2019. xx + 419 p.

Nikaido H., Isoda K. Note on noncooperative convex games. Pacific Journal of Mathematics.1955. Vol. 5. P. 807–815.

Blum E., Oettli W. From optimization and variational inequalities to equilibrium problems. Math. Stud. 1994. 63. P. 123–145.

Muu L.D., Oettli W. Convergence of an adaptive penalty scheme for finding constrained equilibria. Nonlinear Anal. TMA.1992. 18. P. 1159–1166.

Kinderlehrer D. Stampacchia G. An introduction to variational inequalities and their applications. New York: Academic Press, 1980. Russian transl., Moscow: Mir, 1983. 256 p.

Quoc T.D., Muu L.D., Hien N.V. Extragradient algorithms extended to equilibrium problems. Optimization. 2008. Vol. 57. P. 749–776.

Bauschke H.H., Combettes P.L. Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Berlin, Heidelberg, New York: Springer, 2011. 408 p.

Van N.T.T., Strodiot J.J., Nguyen V.H. A bundle method for solving equilibrium problems. Math. Program. 2009. 116 (1–2), Ser. B. P. 529–552.

Anh P.N. Strong convergence theorems for nonexpansive mappings and Ky Fan inequalities. J. Optim. Theory Appl. 2012. 154. P. 303–320.

Vuong P.T., Strodiot J.J., Nguyen V.H. Extragradient methods and line search algorithms for solving Ky Fan inequalities and fixed point problems. J. Optim. Theory Appl. 2012. 155. P. 605–627.

Quoc T.D., Anh P.N., Muu L.D. Dual extragradient algorithms to equilibrium problems. J. Glob. Optim. 2012. 53. P. 139–159.

Anh P.N., Hai T.N., Tuan P.M. On Ergodic Algorithms for Equilibrium Problems. J. Glob. Optim. 2016. 64 (1). P. 179–195.

Nguyen T.P.D., Strodiot J.J., Nguyen V.H., Nguyen T.T.V. A family of extragradient methods for solving equilibrium problems. J. Ind. Manag. Optim. 2015. 11. P. 619–630.

Vedel Y.I., Semenov V.V. A new two-phase proximal method of solving the problem of equilibrium programming. Journal of Numerical and Applied Mathematics. 2015. No 1 (118). P. 15–23.

Lyashko S.I., Semenov V.V. A New Two-Step Proximal Algorithm of Solving the Problem of Equilibrium Programming. In: B. Goldengorin (ed.) Optimization and Its Applications in Control and Data Sciences. Springer Optimization and Its Applications, vol. 115. Springer, Cham, 2016. P. 315–325.

Zykina A.V., Melenchuk N.V. Finite number of iterations in the two-step extragradient method. Russian Mathematics. 2014. Volume 58. Issue 9. P. 62–65.

Popov L.D. A modification of the Arrow-Hurwicz method for search of saddle points. Mathematical notes of the Academy of Sciences of the USSR. 1980. Vol.28. Issue 5. P. 845–848.

Vedel Y.I., Sandrakov G.V., Semenov V.V. An Adaptive Two-Stage Proximal Algorithm for Equilibrium Problems in Hadamard Spaces. Cybernetics and Systems Analysis. 2020. Vol. 56. Issue 6. P. 978–989.

Semenov V.V., Denisov S.V., Kravets A.V. Adaptive Two-Stage Bregman Method for Variational Inequalities. Cybernetics and Systems Analysis. 2021. Vol. 57. Issue 6. P. 959–967. https://doi.org/10.1007/s10559-021-00421-2.

Semenov V.V., Denisov S.V. Convergence of the Method of Extrapolation from the Past for Variational Inequalities in Uniformly Convex Banach Spaces. Cybernetics and Systems Analysis. 2022. Vol. 58. Issue 4. P. 564–575.

Denysov S., Semenov V. Theoretical Bound of the Complexity of Some Extragradient-Type Algorithms for Variational Inequalities in Banach Spaces. Selected Papers of the VIII International Scientific Conference Information Technology and Implementation (IT&I-2021). Workshop Proceedings, Kyiv, Ukraine, December 1-3, 2021. CEUR Workshop Proceedings, vol. 3179. 2022. P. 144–155.

Yang J., Cholamjiak P., Sunthrayuth P. Modified Tseng’s splitting algorithms for the sum of two monotone operators in Banach spaces. AIMS Mathematics. 2021. Vol. 6, Iss. 5. P. 4873–4900.

Denisov S., Semenov V. Convergence of Adaptive Forward-Reflected-Backward Algorithm for Solving Variational Inequalities. Selected Papers of the II International Scientific Symposium Intelligent Solutions (IntSol-2021). Workshop Proceedings, Kyiv–Uzhhorod, Ukraine, September 28-30, 2021. CEUR Workshop Proceedings, vol. 3106. 2021. P. 116–127.

Semenov V., Denysov S. Convergence of Adaptive Operator Extrapolation Method for Operator Inclusions In Banach Spaces. Proceedings of The Fifth International Workshop on Computer Modeling and Intelligent Systems (CMIS-2022). Zaporizhzhia, Ukraine, May 12, 2022. CEUR Workshop Proceedings, vol. 3137. 2022. P. 186–199.

Vedel Y., Semenov V., Denisov S. A Novel Algorithm with Self-adaptive Technique for Solving Variational Inequalities in Banach Spaces. In: Olenev N. N., Evtushenko Y. G., Jacimovic M., Khachay M., Malkova V. (eds.) Advances in Optimization and Applications. OPTIMA 2021. Communications in Computer and Information Science, vol 1514. Springer, Cham, 2021. P. 50–64.

Iiduka H., Takahashi W. Weak convergence of a projection algorithm for variational inequalities in a Banach space. Journal of Mathematical Analysis and Applications. 2008. Vol. 339, N 1. P. 668–679.

Cholamjiak P., Shehu Y. Inertial forward-backward splitting method in Banach spaces with application to compressed sensing. Appl. Math. 2019. Vol. 64. P. 409–435.

Shehu Y. Single projection algorithm for variational inequalities in Banach spaces with application to contact problem. Acta Math. Sci. 2020. Vol. 40. P. 1045–1063.

Vedel Y.I., Semenov V.V., Chabak L.M. About the two-stage proximal method for solving of equilibrium problems. Journal of Numerical and Applied Mathematics. 2019. No 2 (131). P. 23–31. https://doi.org/10.17721/2706-9699.2019.2.03.

Alber Y.I. Metric and generalized projection operators in Banach spaces: properties and applications. In: Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, vol. 178. New York: Dekker, 1996. P. 15–50.

Alber Y., Ryazantseva I. Nonlinear Ill Posed Problems of Monotone Type. Dordrecht: Springer, 2006. 410 p.

Beauzamy B. Introduction to Banach Spaces and Their Geometry. Amsterdam: North-Holland, 1985. 307 p.

Aoyama K., Kohsaka F. Strongly relatively nonexpansive sequences generated by firmly nonexpansive-like mappings. Fixed Point Theory Appl. 2014. 95. https://doi.org/10.1186/1687-1812-2014-95.

Xu H.K. Inequalities in Banach spaces with applications. Nonlinear Anal. 1991. Vol. 16. Iss. 12. P. 1127–1138.

Vedel Y.I., Sandrakov G.V., Semenov V.V., Chabak L.M. Convergence of a Two-Stage Proximal Algorithm for the Equilibrium Problem in Hadamard Spaces. Cybernetics and Systems Analysis. 2020. Vol. 56. Issue 5. P. 784–792.

Published
2025-07-17
How to Cite
Kravets, A., & Denysov, S. (2025). Algorithm for equilibrium problems in Banach space. Journal of Numerical and Applied Mathematics, (1), 49-62. https://doi.org/10.17721/2706-9699.2025.1.05