IDEAS home Printed from https://ideas.repec.org/a/kap/netspa/v24y2024i2d10.1007_s11067-024-09615-5.html
   My bibliography  Save this article

Strong Convergent Inertial Two-subgradient Extragradient Method for Finding Minimum-norm Solutions of Variational Inequality Problems

Author

Listed:
  • Timilehin Opeyemi Alakoya

    (University of KwaZulu-Natal)

  • Oluwatosin Temitope Mewomo

    (University of KwaZulu-Natal)

Abstract

In 2012, Censor et al. (Extensions of Korpelevich’s extragradient method for the variational inequality problem in Euclidean space. Optimization 61(9):1119–1132, 2012b) proposed the two-subgradient extragradient method (TSEGM). This method does not require computing projection onto the feasible (closed and convex) set, but rather the two projections are made onto some half-space. However, the convergence of the TSEGM was puzzling and hence posted as open question. Very recently, some authors were able to provide a partial answer to the open question by establishing weak convergence result for the TSEGM though under some stringent conditions. In this paper, we propose and study an inertial two-subgradient extragradient method (ITSEGM) for solving monotone variational inequality problems (VIPs). Under more relaxed conditions than the existing results in the literature, we prove that proposed method converges strongly to a minimum-norm solution of monotone VIPs in Hilbert spaces. Unlike several of the existing methods in the literature for solving VIPs, our method does not require any linesearch technique, which could be time-consuming to implement. Rather, we employ a simple but very efficient self-adaptive step size method that generates a non-monotonic sequence of step sizes. Moreover, we present several numerical experiments to demonstrate the efficiency of our proposed method in comparison with related results in the literature. Finally, we apply our result to image restoration problem. Our result in this paper improves and generalizes several of the existing results in the literature in this direction.

Suggested Citation

  • Timilehin Opeyemi Alakoya & Oluwatosin Temitope Mewomo, 2024. "Strong Convergent Inertial Two-subgradient Extragradient Method for Finding Minimum-norm Solutions of Variational Inequality Problems," Networks and Spatial Economics, Springer, vol. 24(2), pages 425-459, June.
    • Handle: RePEc:kap:netspa:v:24:y:2024:i:2:d:10.1007_s11067-024-09615-5
    DOI: 10.1007/s11067-024-09615-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11067-024-09615-5
    File Function: Abstract
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11067-024-09615-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Heinz H. Bauschke & Patrick L. Combettes, 2001. "A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces," Mathematics of Operations Research, INFORMS, vol. 26(2), pages 248-264, May.
    2. Y. Censor & A. Gibali & S. Reich, 2011. "The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space," Journal of Optimization Theory and Applications, Springer, vol. 148(2), pages 318-335, February.
    3. Didier Aussel & Rachana Gupta & Aparna Mehra, 2016. "Evolutionary Variational Inequality Formulation of the Generalized Nash Equilibrium Problem," Journal of Optimization Theory and Applications, Springer, vol. 169(1), pages 74-90, April.
    4. Stella Dafermos, 1980. "Traffic Equilibrium and Variational Inequalities," Transportation Science, INFORMS, vol. 14(1), pages 42-54, February.
    5. Suthep Suantai & Pronpat Peeyada & Damrongsak Yambangwai & Watcharaporn Cholamjiak, 2020. "A Parallel-Viscosity-Type Subgradient Extragradient-Line Method for Finding the Common Solution of Variational Inequality Problems Applied to Image Restoration Problems," Mathematics, MDPI, vol. 8(2), pages 1-31, February.
    6. Smith, M. J., 1979. "The existence, uniqueness and stability of traffic equilibria," Transportation Research Part B: Methodological, Elsevier, vol. 13(4), pages 295-304, December.
    7. Ciarcià, Carla & Daniele, Patrizia, 2016. "New existence theorems for quasi-variational inequalities and applications to financial models," European Journal of Operational Research, Elsevier, vol. 251(1), pages 288-299.
    8. Anna Nagurney & David Parkes & Patrizia Daniele, 2007. "The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox," Computational Management Science, Springer, vol. 4(4), pages 355-375, October.
    9. Lawphongpanich, Siriphong & Hearn, Donald W., 1984. "Simplical decomposition of the asymmetric traffic assignment problem," Transportation Research Part B: Methodological, Elsevier, vol. 18(2), pages 123-133, April.
    10. Q. L. Dong & Y. J. Cho & L. L. Zhong & Th. M. Rassias, 2018. "Inertial projection and contraction algorithms for variational inequalities," Journal of Global Optimization, Springer, vol. 70(3), pages 687-704, March.
    11. Timilehin O. Alakoya & Oluwatosin T. Mewomo & Yekini Shehu, 2022. "Strong convergence results for quasimonotone variational inequalities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(2), pages 249-279, April.
    12. Laura Scrimali & Cristina Mirabella, 2018. "Cooperation in pollution control problems via evolutionary variational inequalities," Journal of Global Optimization, Springer, vol. 70(2), pages 455-476, February.
    13. Songnian He & Hong-Kun Xu, 2013. "Uniqueness of supporting hyperplanes and an alternative to solutions of variational inequalities," Journal of Global Optimization, Springer, vol. 57(4), pages 1375-1384, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shipra Singh & Aviv Gibali & Simeon Reich, 2021. "Multi-Time Generalized Nash Equilibria with Dynamic Flow Applications," Mathematics, MDPI, vol. 9(14), pages 1-23, July.
    2. Shipra Singh & Savin Treanţă, 2021. "Characterization results of weak sharp solutions for split variational inequalities with application to traffic analysis," Annals of Operations Research, Springer, vol. 302(1), pages 265-287, July.
    3. Meneguzzer, Claudio, 1995. "An equilibrium route choice model with explicit treatment of the effect of intersections," Transportation Research Part B: Methodological, Elsevier, vol. 29(5), pages 329-356, October.
    4. Jamilu Abubakar & Poom Kumam & Habib ur Rehman & Abdulkarim Hassan Ibrahim, 2020. "Inertial Iterative Schemes with Variable Step Sizes for Variational Inequality Problem Involving Pseudomonotone Operator," Mathematics, MDPI, vol. 8(4), pages 1-25, April.
    5. Xu, Zhandong & Xie, Jun & Liu, Xiaobo & Nie, Yu (Marco), 2020. "Hyperpath-based algorithms for the transit equilibrium assignment problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 143(C).
    6. Guido Gentile, 2018. "New Formulations of the Stochastic User Equilibrium with Logit Route Choice as an Extension of the Deterministic Model," Service Science, INFORMS, vol. 52(6), pages 1531-1547, December.
    7. Anna Nagurney & Qiang Qiang, 2008. "An efficiency measure for dynamic networks modeled as evolutionary variational inequalities with application to the Internet and vulnerability analysis," Netnomics, Springer, vol. 9(1), pages 1-20, January.
    8. Ahipaşaoğlu, Selin Damla & Meskarian, Rudabeh & Magnanti, Thomas L. & Natarajan, Karthik, 2015. "Beyond normality: A cross moment-stochastic user equilibrium model," Transportation Research Part B: Methodological, Elsevier, vol. 81(P2), pages 333-354.
    9. E. Nikolova & N. E. Stier-Moses, 2014. "A Mean-Risk Model for the Traffic Assignment Problem with Stochastic Travel Times," Operations Research, INFORMS, vol. 62(2), pages 366-382, April.
    10. Younes Hamdouch & Siriphong Lawphongpanich, 2010. "Congestion Pricing for Schedule-Based Transit Networks," Transportation Science, INFORMS, vol. 44(3), pages 350-366, August.
    11. Hamdouch, Younes & Lawphongpanich, Siriphong, 2008. "Schedule-based transit assignment model with travel strategies and capacity constraints," Transportation Research Part B: Methodological, Elsevier, vol. 42(7-8), pages 663-684, August.
    12. Zhang, Ding & Nagurney, Anna & Wu, Jiahao, 2001. "On the equivalence between stationary link flow patterns and traffic network equilibria," Transportation Research Part B: Methodological, Elsevier, vol. 35(8), pages 731-748, September.
    13. Mahdi Takalloo & Changhyun Kwon, 2019. "On the Price of Satisficing in Network User Equilibria," Papers 1911.07914, arXiv.org.
    14. Fernando Ordóñez & Nicolás E. Stier-Moses, 2010. "Wardrop Equilibria with Risk-Averse Users," Transportation Science, INFORMS, vol. 44(1), pages 63-86, February.
    15. Belgacem Bouzaïene-Ayari & Michel Gendreau & Sang Nguyen, 2001. "Modeling Bus Stops in Transit Networks: A Survey and New Formulations," Transportation Science, INFORMS, vol. 35(3), pages 304-321, August.
    16. Anna Nagurney & Ding Zhang, "undated". "Massively Parallel Computation of Dynamic Traffic Problems Modeled as Projected Dynamical Systems," Computing in Economics and Finance 1996 _039, Society for Computational Economics.
    17. Hongbo Ye & Hai Yang, 2017. "Rational Behavior Adjustment Process with Boundedly Rational User Equilibrium," Transportation Science, INFORMS, vol. 51(3), pages 968-980, August.
    18. Zhang, Ding & Nagurney, Anna, 1996. "On the local and global stability of a travel route choice adjustment process," Transportation Research Part B: Methodological, Elsevier, vol. 30(4), pages 245-262, August.
    19. Jiang, Chenming & Bhat, Chandra R. & Lam, William H.K., 2020. "A bibliometric overview of Transportation Research Part B: Methodological in the past forty years (1979–2019)," Transportation Research Part B: Methodological, Elsevier, vol. 138(C), pages 268-291.
    20. Sang Nguyen & Stefano Pallottino & Federico Malucelli, 2001. "A Modeling Framework for Passenger Assignment on a Transport Network with Timetables," Transportation Science, INFORMS, vol. 35(3), pages 238-249, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:netspa:v:24:y:2024:i:2:d:10.1007_s11067-024-09615-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.