ALGORITHM FOR VARIATIONAL INEQUALITY PROBLEM OVER THE SET OF SOLUTIONS THE EQUILIBRIUM PROBLEMS

Authors

  • Ya. I. Vedel Faculty of Computer Science and Cybernetics, Taras Shevchenko Kiev National University, Kiev, Ukraine
  • S. V. Denisov Faculty of Computer Science and Cybernetics, Taras Shevchenko Kiev National University, Kiev, Ukraine
  • V. V. Semenov Faculty of Computer Science and Cybernetics, Taras Shevchenko Kiev National University, Kiev, Ukraine

DOI:

https://doi.org/10.17721/2706-9699.2020.1.02

Keywords:

bilevel problem, variational inequality, equilibrium problem, two-stage proximal algorithm, iterative regularization, strong convergence

Abstract

In this paper, we consider bilevel problem: variational inequality problem over the set of solutions the equilibrium problems. To solve this problem, an iterative algorithm is proposed that combines the ideas of a two-stage proximal method and iterative regularization. For monotone bifunctions of Lipschitz type and strongly monotone Lipschitz continuous operators, the theorem on strong convergence of sequences generated by the algorithm is proved.

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Published

2020-07-01

How to Cite

Vedel, Y. I., Denisov, S. V., & Semenov, V. V. (2020). ALGORITHM FOR VARIATIONAL INEQUALITY PROBLEM OVER THE SET OF SOLUTIONS THE EQUILIBRIUM PROBLEMS. Journal of Numerical and Applied Mathematics, (1 (133), 18–30. https://doi.org/10.17721/2706-9699.2020.1.02