ДВОЕТАПНI ПРОКСИМАЛЬНI АЛГОРИТМИ ДЛЯ ЗАДАЧ ПРО РIВНОВАГУ В ПРОСТОРАХ АДАМАРА
DOI:
https://doi.org/10.17721/2706-9699.2024.2.01Ключові слова:
простiр Адамара, задача про рiвновагу, псевдомонотоннiсть, проксимальний алгоритм, збiжнiстьАнотація
В статтi розглянуто задачi про рiвновагу в метричних
просторах Адамара. Отримана теорема про слабку збiжнiсть двоетапного проксимального алгоритму для псевдомонотонних задач рiвноважного програмування в просторах Адамара. Запропоновано адаптивний двоетапний проксимальний алгоритм для
задач в метричних просторах Адамара. Правило оновлення параметрiв не використовує значень лiпшицевих констант бiфункцiї та на вiдмiну вiд правил типу лiнiйного пошуку не потребує обчислень значень бiфункцiї в додаткових точках. Для псевдомонотонних бiфункцiй лiпшицевого типу доведена теорема про слабку
збiжнiсть породжених алгоритмом послiдовностей. Запропоновано та теоретично обгрунтовано адаптивний екстрапроксимальний алгоритм. Запропоновано та теоретично обгрунтовано регуляризований адаптивний екстрапроксимальний алгоритм. Для
регуляризацiї базової екстрапроксимальної схеми було використано класичну схему Гальперна. Для псевдомонотонних бiфункцiй лiпшицевого типу доводиться теорема про збiжнiсть. Показано, що запропонованi алгоритм можна застосувати до псевдомонотонних варiацiйних нерiвностей в гiльбертових просторах.
Посилання
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. and Oettli W. Convergence of an adaptive penalty scheme for finding constrained equilibria. Nonlinear Anal. TMA. 1992. 18. P. 1159–1166.
Lions J. L., Stampacchia G. Variational inequalities. Commun. Pure Appl. Math. 1967. Vol. XX. P. 493–519.
Kinderlehrer D. Stampacchia G. An introduction to variational inequalities and their applications. New York: Academic Press, 1980. Russian transl., Moscow: Mir, 1983. 256 p.
Combettes P. L., Hirstoaga S. A. Equilibrium Programming in Hilbert Spaces. J. Nonlinear Convex Anal. 2005. Vol. 6. P. 117–136.
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 linesearch 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.
Vuong P. T., Strodiot J. J., Nguyen V. H. On extragradient-viscosity methodsfor solving equilibrium and fixed point problems in a Hilbert space. Optimization. 2015. 64 (2). P. 429–451. https://doi.org/10.1080/02331934.2012.759327
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.
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.
Bacak M. Convex Analysis and Optimization in Hadamard Spaces. Berlin-Boston: De Gruyter, 2014. viii+185 p.
Colao V., Lopez G., Marino G., Martin-Marquez V. Equilibrium problems in Hadamard manifolds. Journal of Mathematical Analysis and Applications. 2012. Vol. 388. P. 61–77. https://doi.org/10.1016/j.jmaa.2011.11.001
Khatibzadeh H., Mohebbi V. Monotone and pseudo-monotone equilibrium problems in Hadamard spaces. Journal of the Australian Mathematical Society. 2019. P. 1–23. https://doi.org/10.1017/S1446788719000041
Khatibzadeh H., Mohebbi V. Approximating solutions of equilibrium problems in Hadamard spaces. Miskolc Mathematical Notes. 2019. Vol. 20. No. 1. P. 281–297. https://doi.org/10.18514/MMN.2019.2361
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.
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.
Vedel Y. I., Golubeva E. N., Semenov V. V., Chabak L. M. Adaptive Extraproximal Algorithm for the Equilibrium Problem in the Hadamard Spaces. Journal of Automation and Information Sciences. 2020. Vol. 52. Issue 8. P. 46–58.
Vedel Y., Semenov V. Adaptive Extraproximal Algorithm for the Equilibrium Problem in Hadamard Spaces. In: Olenev N., Evtushenko Y., Khachay M.,Malkova V. (eds) Optimization and Applications. OPTIMA 2020. Lecture Notes in Computer Science, vol. 12422. Springer, Cham, 2020. P 287–300.
Vedel Y. I., Denisov S. V., Semenov V. V. Regularized Adaptive Extra-Proximal Algorithm for Equilibrium Problem in Hadamard Spaces. Journal of Automation and Information Sciences. 2020. Vol. 52. Issue 9. P. 12–26.
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. https://doi.org/10.1007/BF01141092
Malitsky Yu. V., Semenov V. V. An extragradient algorithm for monotone variational inequalities. Cybernetics and Systems Analysis. 2014. Vol. 50. P. 271–277. https://doi.org/10.1007/s10559-014-9614-8
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.
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.
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
Chabak L., Semenov V., Vedel Y. A New Non-Euclidean Proximal Method for Equilibrium Problems. In: Chertov O., Mylovanov T., Kondratenko Y., Kacprzyk J., Kreinovich V., Stefanuk V. (eds) Recent Developments in Data Science and Intelligent Analysis of Information. ICDSIAI 2018. Advances in Intelligent Systems and Computing, vol. 836. Springer, Cham, 2019. P. 50–58.
Semenov V. V., Vedel Ya. I., Denisov S. V. Convergence of adaptive extra-proximal algorithms for equilibrium problems in Hadamard spaces. Journal of Numerical and Applied Mathematics. 2022. No 1. P. 62–82.
Kirk W., Shahzad N. Fixed point theory in distance spaces. Cham: Springer, 2014. xii+173 p. https://doi.org/10.1007/978-3-319-10927-5
Burago D., Burago Yu., Ivanov S. A Course in Metric Geometry. Graduate Studies in Mathematics. Vol. 33. Providence: AMS, 2001. xiv+415 p.
Denisov S. V., Semenov V. V., Stetsyuk P. I. Bregman Extragradient Method with Monotone Rule of Step Adjustment. Cybernetics and Systems Analysis. 2019. Vol. 55. Issue 3. P. 377–383.
Denisov S. V., Nomirovskii D. A., Rublyov B.V., Semenov V. V. Convergence of Extragradient Algorithm with Monotone Step Size Strategy for Variational Inequalities and Operator Equations. Journal of Automation and Information Sciences. 2019. Vol. 51. Issue 6. P. 12–24. https://doi.org/10.1615/JAutomatInfScien.v51.i6.20
Halpern B. Fixed points of nonexpanding maps. Bull. Amer. Math. Soc. 1967. 73. P. 957–961. https://doi.org/10.1090/S0002-9904-1967-11864-0
Mainge P.-E. Strong convergence of projected subgradient methods for nonsmooth and nonstrictly convex minimization. Set-Valued Analysis. 2008. Vol. 16. P. 899–912. https://doi.org/10.1007/s11228-008-0102-z
Semenov V. V. Two methods of approximation of the fixed point of the Fejer operator. Journal of Numerical and Applied Mathematics. 2013. No 1 (111). P. 46–56.
Apostol R. Ya., Grynenko A. A., Semenov V. V. Iterative algorithms for monotone two-level variational inequalities. Journal of Numerical and Applied Mathematics. 2012. No 1 (107). P. 3–14.
Lyashko S. I., Semenov V. V., Voitova T. A. Low-cost modification of Korpelevich’s methods for monotone equilibrium problems. Cybernetics and Systems Analysis. 2011. Vol. 47. Issue 4. P. 631–639. https://doi.org/10.1007/s10559-011-9343-1