Analysis of Tseng algorithm with inertial extrapolation step for stochastic variational inequality problem

IF 2.2 2区数学 Q1 MATHEMATICS, APPLIED

Applied Numerical Mathematics Pub Date : 2025-06-20 DOI:10.1016/j.apnum.2025.06.008

Olawale K. Oyewole , Seithuti P. Moshokoa , Sani Salisu , Yekini Shehu

引用次数: 0

Abstract

In this paper, we design an inertial version of the Tseng extragradient algorithm (also called the Forward-Backward-Forward Algorithm) with self-adaptive step sizes to solve the stochastic variational inequality problem. We prove that the sequence of iterates generated by our proposed algorithm converges to a solution of the stochastic variational inequality problem under mild conditions. Furthermore, we obtain some convergence rates and numerical simulations of our proposed algorithm with comparisons with related algorithms to show the superiority of our algorithm.

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随机变分不等式问题的惯性外推Tseng算法分析

本文设计了一种具有自适应步长的惯性版本的Tseng extraggradient算法（也称为Forward-Backward-Forward算法）来解决随机变分不等式问题。证明了该算法生成的迭代序列在温和条件下收敛于随机变分不等式问题的一个解。最后给出了算法的一些收敛速度和数值模拟，并与相关算法进行了比较，证明了算法的优越性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Numerical Mathematics 数学-应用数学

CiteScore

5.60

自引率

7.10%

发文量

225

审稿时长

7.2 months

期刊介绍： The purpose of the journal is to provide a forum for the publication of high quality research and tutorial papers in computational mathematics. In addition to the traditional issues and problems in numerical analysis, the journal also publishes papers describing relevant applications in such fields as physics, fluid dynamics, engineering and other branches of applied science with a computational mathematics component. The journal strives to be flexible in the type of papers it publishes and their format. Equally desirable are: (i) Full papers, which should be complete and relatively self-contained original contributions with an introduction that can be understood by the broad computational mathematics community. Both rigorous and heuristic styles are acceptable. Of particular interest are papers about new areas of research, in which other than strictly mathematical arguments may be important in establishing a basis for further developments. (ii) Tutorial review papers, covering some of the important issues in Numerical Mathematics, Scientific Computing and their Applications. The journal will occasionally publish contributions which are larger than the usual format for regular papers. (iii) Short notes, which present specific new results and techniques in a brief communication.