کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641283 1341302 2010 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Steplengths in the extragradient type methods
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Steplengths in the extragradient type methods
چکیده انگلیسی

The extragradient type methods are a class of efficient direct methods. For solving monotone variational inequalities, these methods only require function evaluation, and therefore are widely applied to black-box models. In this type of methods, the distance between the iterate and a fixed solution point decreases by iterations. Furthermore, in each iteration, the negative increment of such squared distance has a differentiable concave lower bound function without requiring any solution in its formula. In this paper, we investigate some properties for the lower bound. Our study reveals that the lower bound affords a steplength domain which guarantees the convergence of the entire algorithm. Based on these results, we present two new steplengths. One involves the projection onto the tangent cone without line search, while the other can be computed via searching the positive root of a one dimension concave lower bound function. Our preliminary numerical results confirm and illustrate the attractiveness of our contributions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 233, Issue 11, 1 April 2010, Pages 2925–2939
نویسندگان
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