Bregman subgradient extragradient method with monotone self-adjustment stepsize for solving pseudo-monotone variational inequalities and fixed point problems
Author(s) -
Lateef Olakunle Jolaoso,
Maggie Aphane
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020178
Subject(s) - subgradient method , bregman divergence , variational inequality , lipschitz continuity , monotone polygon , fixed point , mathematics , hilbert space , convergence (economics) , strongly monotone , sequence (biology) , divergence (linguistics) , mathematical optimization , pure mathematics , mathematical analysis , linguistics , philosophy , geometry , biology , economics , genetics , economic growth
Using the concept of Bregman divergence, we propose a new subgradient extragradient method for approximating a common solution of pseudo-monotone and Lipschitz continuous variational inequalities and fixed point problem in real Hilbert spaces. The algorithm uses a new self-adjustment rule for selecting the stepsize in each iteration and also, we prove a strong convergence result for the sequence generated by the algorithm without prior knowledge of the Lipschitz constant. Finally, we provide some numerical examples to illustrate the performance and accuracy of our algorithm in finite and infinite dimensional spaces.
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