C-FISTA type projection algorithm for quasi-variational inequalities

IF 1.7 3区 数学 Q2 MATHEMATICS, APPLIED
Yonghong Yao, Lateef O. Jolaoso, Yekini Shehu
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引用次数: 0

Abstract

In this paper, we first propose a version of FISTA, called C-FISTA type gradient projection algorithm, for quasi-variational inequalities in Hilbert spaces and obtain linear convergence rate. Our results extend the results of Nesterov for C-FISTA algorithm for strongly convex optimization problem and other recent results in the literature where linear convergence results of C-FISTA are obtained for strongly convex composite optimization problems. For a comprehensive study, we also introduce a new version of gradient projection algorithm with momentum terms and give linear rate of convergence. We show the adaptability and effectiveness of our proposed algorithms through numerical comparisons with other related gradient projection algorithms that are in the literature for quasi-variational inequalities.

Abstract Image

准变不等式的 C-FISTA 型投影算法
在本文中,我们首先针对希尔伯特空间中的准变量不等式提出了一个 FISTA 版本,称为 C-FISTA 型梯度投影算法,并获得了线性收敛率。我们的结果扩展了 Nesterov 针对强凸优化问题的 C-FISTA 算法的结果,以及其他文献中针对强凸复合优化问题获得 C-FISTA 线性收敛结果的最新结果。为了进行全面研究,我们还引入了带动量项的新版梯度投影算法,并给出了线性收敛率。我们通过与其他相关梯度投影算法的数值比较,展示了我们提出的算法对准变量不等式的适应性和有效性。
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来源期刊
Numerical Algorithms
Numerical Algorithms 数学-应用数学
CiteScore
4.00
自引率
9.50%
发文量
201
审稿时长
9 months
期刊介绍: The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.
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