Skip to main content

Adaptive Extraproximal Algorithm for the Equilibrium Problem in Hadamard Spaces

  • Conference paper
  • First Online:
Optimization and Applications (OPTIMA 2020)

Abstract

In this paper, we consider equilibrium problems in Hadamard metric spaces. For an approximate solution of problems, a new iterative adaptive extra-proximal algorithm is proposed and studied. In contrast to the previously used rules for choosing the step size, the proposed algorithm does not calculate bifunction values at additional points and does not require knowledge of information on of bifunction’s Lipschitz constants. For pseudo-monotone bifunctions of Lipschitz type, the theorem on weak convergence of sequences generated by the algorithm is proved. The proof is based on the use of the Fejer property of the algorithm with respect to the set of solutions of problem. It is shown that the proposed algorithm is applicable to pseudo-monotone variational inequalities in Hilbert spaces.

This work was supported by the Ministry of Education and Science of Ukraine (project “Mathematical Modeling and Optimization of Dynamical Systems for Defense, Medicine and Ecology”, 0219U008403).

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Kassay, G., Radulescu, V.D.: Equilibrium Problems and Applications. Academic Press, London (2019). xx+419 p

    MATH  Google Scholar 

  2. Antipin, A.S.: Equilibrium programming: Proximal methods. Comput. Math. Math. Phys. 37, 1285–1296 (1997). https://doi.org/10.1134/S0965542507120044

    Article  MathSciNet  MATH  Google Scholar 

  3. Mastroeni, G.: On auxiliary principle for equilibrium problems. In: Daniele, P., et al. (eds.) Equilibrium Problems and Variational Models, pp. 289–298. Kluwer Academic Publishers, Dordrecht (2003). https://doi.org/10.1007/978-1-4613-0239-1

  4. Combettes, P.L., Hirstoaga, S.A.: Equilibrium programming in Hilbert spaces. J. Nonlinear Convex Anal. 6, 117–136 (2005)

    MathSciNet  MATH  Google Scholar 

  5. Quoc, T.D., Muu, L.D., Hien, N.V.: Extragradient algorithms extended to equilibrium problems. Optimization 57, 749–776 (2008). https://doi.org/10.1080/02331930601122876

    Article  MathSciNet  MATH  Google Scholar 

  6. Lyashko, S.I., Semenov, V.V., Voitova, T.A.: Low-cost modification of Korpelevich’s methods for monotone equilibrium problems. Cybernet. Syst. Anal. 47(4), 631–639 (2011). https://doi.org/10.1007/s10559-011-9343-1

    Article  MathSciNet  MATH  Google Scholar 

  7. Semenov, V.V.: Strongly convergent algorithms for variational inequality problem over the set of solutions the equilibrium problems. In: Zgurovsky, M.Z., Sadovnichiy, V.A. (eds.) Continuous and Distributed Systems. Solid Mechanics and Its Applications, vol. 211, pp. 131–146. Springer, Heidelberg (2014). https://doi.org/10.1007/978-3-319-03146-010

  8. Lyashko, S.I., Semenov, V.V.: A new two-step proximal algorithm of solving the problem of equilibrium programming. In: Goldengorin, B. (ed.) Optimization and Its Applications in Control and Data Sciences. Springer Optimization and Its Applications, vol. 115, pp. 315–325. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-42056-110

  9. Chabak, L., Semenov, V., Vedel, Y.: A new non-euclidean proximal method for equilibrium problems. In: Chertov, O., Mylovanov, T., Kondratenko, Y., Kacprzyk, J., Kreinovich V., Stefanuk V. (eds.) Recent Developments in Data Science and Intelligent Analysis of Information. ICDSIAI 2018. Advances in Intelligent Systems and Computing, vol. 836, pp. 50–58. Springer, Cham (2019). https://doi.org/10.1007/978-3-319-97885-76

  10. Colao, V., Lopez, G., Marino, G., Martin-Marquez, V.: Equilibrium problems in Hadamard manifolds. J. Math. Anal. Appl. 388, 61–77 (2012). https://doi.org/10.1016/j.jmaa.2011.11.001

    Article  MathSciNet  MATH  Google Scholar 

  11. Khatibzadeh H., Mohebbi V. Monotone and pseudo-monotone equilibrium problems in Hadamard spaces. J. Austr. Math. Soc. 1–23 (2019). https://doi.org/10.1017/S1446788719000041

  12. Khatibzadeh, H., Mohebbi, V.: Approximating solutions of equilibrium problems in Hadamard spaces. Miskolc Math. Not. 20(1), 281–297 (2019). https://doi.org/10.18514/MMN.2019.2361

  13. Kinderlehrer, D., Stampacchia, G.: An introduction to variational inequalities and their applications. Academic Press, New York (1980). Russian transl., Moscow: Mir, 1983. 256 p

    Google Scholar 

  14. Korpelevich, G.M.: An extragradient method for finding saddle points and for other problems. Matecon. 12(4), 747–756 (1976)

    MathSciNet  MATH  Google Scholar 

  15. Nemirovski, A.: Prox-method with rate of convergence O(1/T) for variational inequalities with Lipschitz continuous monotone operators and smooth convex-concave saddle point problems. SIAM J. Optim. 15(1), 229–251 (2004). https://doi.org/10.1137/S1052623403425629

    Article  MathSciNet  MATH  Google Scholar 

  16. Bach, F., Levy, K.Y.: A universal algorithm for variational inequalities adaptive to smoothness and noise. arXiv preprint arXiv:1902.01637 (2019)

  17. Denisov, S.V., Semenov, V.V., Stetsyuk, P.I.: Bregman extragradient method with monotone rule of step adjustment\(^*\). Cybern. Syst. Anal. 55(3), 377–383 (2019). https://doi.org/10.1007/s10559-019-00144-5

    Article  MATH  Google Scholar 

  18. Stonyakin, F.S.: On the adaptive proximal method for a class of variational inequalities and related problems. Trudy Inst. Mat. i Mekh. UrO RAN 25(2), 185–197 (2019). https://doi.org/10.21538/0134-4889-2019-25-2-185-197

    Article  MathSciNet  Google Scholar 

  19. Stonyakin, F.S., Vorontsova, E.A., Alkousa, M.S.: New version of mirror prox for variational inequalities with adaptation to inexactness. In: Jaćimović, M., Khachay, M., Malkova, V., Posypkin, M. (eds.) OPTIMA 2019. Communications in Computer and Information Science, vol. 1145, pp. 427–442. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-38603-031

    Chapter  Google Scholar 

  20. Malitsky, Y.: Proximal extrapolated gradient methods for variational inequalities. Optim. Methods Softw. 33(1), 140–164 (2018). https://doi.org/10.1080/10556788.2017.1300899

    Article  MathSciNet  MATH  Google Scholar 

  21. Nadezhkina, N., Takahashi, W.: Weak convergence theorem by an extragradient method for nonexpansive mappings and monotone mappings. J. Optim. Theory Appl. 128, 191–201 (2006). https://doi.org/10.1007/s10957-005-7564-z

    Article  MathSciNet  MATH  Google Scholar 

  22. Vuong, P.T., Strodiot, J.J., Nguyen, V.H.: Extragradient methods and linesearch algorithms for solving Ky Fan inequalities and fixed point problems. J. Optim. Theory Appl. 155, 605–627 (2012). https://doi.org/10.1007/s10957-012-0085-7

    Article  MathSciNet  MATH  Google Scholar 

  23. Verlan, D.A., Semenov, V.V., Chabak, L.M.: A strongly convergent modified extragradient method for variational inequalities with non-lipschitz operators. J. Autom. Inf. Sci. 47(7), 31–46 (2015). https://doi.org/10.1615/JAutomatInfScien.v47.i7.40

    Article  Google Scholar 

  24. Semenov, V.V.: Modified extragradient method with Bregman divergence for variational inequalities. J. Autom. Inf. Sci. 50(8), 26–37 (2018). https://doi.org/10.1615/JAutomatInfScien.v50.i8.30

    Article  Google Scholar 

  25. Denisov, S.V., Nomirovskii, D.A., Rublyov, B.V., Semenov, V.V.: Convergence of extragradient algorithm with monotone step size strategy for variational inequalities and operator equations. J. Autom. Inf. Sci. 51(6), 12–24 (2019). https://doi.org/10.1615/JAutomatInfScien.v51.i6.20

    Article  Google Scholar 

  26. Popov, L.D.: A modification of the Arrow-Hurwicz method for search of saddle points. Math. Not. Acad. Sci. USSR 28(5), 845–848 (1980). https://doi.org/10.1007/BF01141092

    Article  MATH  Google Scholar 

  27. Semenov, V.V.: A version of the mirror descent method to solve variational inequalities\(^*\). Cybern. Syst. Anal. 53(2), 234–243 (2017). https://doi.org/10.1007/s10559-017-9923-9

    Article  MathSciNet  MATH  Google Scholar 

  28. Nomirovskii, D.A., Rublyov, B.V., Semenov, V.V.: Convergence of two-stage method with bregman divergence for solving variational inequalities\(^{*}\). Cybern. Syst. Anal. 55(3), 359–368 (2019). https://doi.org/10.1007/s10559-019-00142-7

    Article  MATH  Google Scholar 

  29. Bacak, M.: Convex Analysis and Optimization in Hadamard Spaces. De Gruyter, Berlin-Boston (2014). viii+185 p

    Google Scholar 

  30. Kirk,W., Shahzad, N: Fixed Point Theory in Distance Spaces. Springer, Cham (2014). https://doi.org/10.1007/978-3-319-10927-5

  31. Burago, D., Burago, Yu., Ivanov, S.: A Course in Metric Geometry. Graduate Studies in Mathematics, vol. 33. AMS, Providence (2001). xiv+415 p

    Google Scholar 

  32. Gidel, G., Berard, H., Vincent, P., Lacoste-Julien, S.: A Variational Inequality Perspective on Generative Adversarial Networks. arXiv preprint arXiv:1802.10551 (2018)

  33. Stonyakin, F., Gasnikov, A., Dvurechensky, P., Alkousa, M., Titov, A.: Generalized Mirror Prox for Monotone Variational Inequalities: Universality and Inexact Oracle. arXiv preprint arXiv:1806.05140 (2019)

  34. Diakonikolas, J.: Halpern iteration for near-optimal and parameter-free monotone inclusion and strong solutions to variational inequalities. arXiv preprint arXiv:2002.08872 (2020)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yana Vedel .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Vedel, Y., Semenov, V. (2020). Adaptive Extraproximal Algorithm for the Equilibrium Problem in Hadamard Spaces. In: Olenev, N., Evtushenko, Y., Khachay, M., Malkova, V. (eds) Optimization and Applications. OPTIMA 2020. Lecture Notes in Computer Science(), vol 12422. Springer, Cham. https://doi.org/10.1007/978-3-030-62867-3_21

Download citation

Publish with us

Policies and ethics