Abstract
In this paper, we propose two extragradient methods for finding an element of the set of solutions of the bilevel pseudo-monotone variational inequality problems in real Hilbert spaces. The advantage of proposed algorithms requires only one projection onto the feasible set. The strong convergence theorems are proved under mild conditions. Our results improve related results in the literature. Finally, some numerical experiments are presented to show the efficiency and advantages of the proposed algorithms.


Similar content being viewed by others
References
Cegielski, A.: Iterative Methods for Fixed Point Problems in Hilbert Spaces Lecture Notes in Mathematics, vol. 2057. Springer, Berlin (2012)
Anh, P.N., Kim, J.K., Muu, L.D.: An extragradient algorithm for solving bilevel pseudomonotone variational inequalities. J. Glob. Optim. 52, 627–639 (2012)
Antipin, A.S.: On a method for convex programs using a symmetrical modification of the Lagrange function. Ekon. Matematicheskie Metody 12, 1164–1173 (1976)
Baiocchi, C., Capelo, A.: Variational and Quasivariational Inequalities: Applications to Free Boundary Problems. Wiley, New York (1984)
Censor, Y., Gibali, A., Reich, S.: Extensions of Korpelevich’s extragradient method for the variational inequality problem in Euclidean space. Optimization 61, 1119–1132 (2011)
Censor, Y., Gibali, A., Reich, S.: Strong convergence of subgradient extragradient methods for the variational inequality problem in Hilbert space. Optim. Meth. Softw. 26, 827–845 (2011)
Censor, Y., Gibali, A., Reich, S.: The subgradient extragradient method for solving variational inequalities in Hilbert space. J. Optim. Theory Appl. 148, 318–335 (2011)
Cottle, R.W., Yao, J.C.: Pseudo-monotone complementarity problems in Hilbert space. J. Optim. Theory Appl. 75, 281–295 (1992)
Daniele, P., Giannessi, F., Maugeri, A.: Equilibrium Problems and Variational Models. Kluwer Academic, Dordrecht (2003)
Denisov, S.V., Semenov, V.V., Chabak, L.M.: Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators. Cybern. Syst. Anal. 51, 757–765 (2015)
Ding, X.P.: Auxiliary principle and algorithm for mixed equilibrium problems and bilevel mixed equilibrium problems in Banach spaces. J. Optim. Theory Appl. 146, 347–357 (2010)
Ding, X.P.: Existence and algorithm of solutions for mixed equilibrium problems and bilevel mixed equilibrium problems in Banach spaces. Acta Math. Sin. Engl. Ser. 28(3), 503–514 (2011)
Dong, Q.L., Cho, Y.J., Rassias, Th.M.: The projection and contraction methods for finding common solutions to variational inequality problems. Optim. Lett. 12(8), 1871–1896 (2018)
Dong, Q.L., Lu, Y.Y., Yang, J.: The extragradient algorithm with inertial effects for solving the variational inequality. Optim 65, 2217–2226 (2016)
Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer Series in Operations Research, Vols I And II. Springer, New York (2003)
Giannessi, F., Maugeri, A., Pardalos, P.M.: Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models. Kluwer Academic, Dordrecht (2004)
Glackin, J., Ecker, J.G., Kupferschmid, M.: Solving bilevel linear programs using multiple objective linear programming. J. Optim. Theory Appl. 140, 197–212 (2009)
Goebel, K., Reich, S.: Uniform Convexity, Hyperbolic Geometry, and Nonexpansive Mappings. Marcel Dekker, New York (1984)
Harker, P.T., Pang, J.S.: A damped-Newton method for the linear complementarity problem. Lect. Appl. Math. 26, 265–284 (1990)
He, B.S., Liao, L.Z.: Improvements of some projection methods for monotone nonlinear variational inequalities. J. Optim. Theory Appl. 112, 111–128 (2002)
Hu, X., Wang, J.: Solving pseudo-monotone variational inequalities and pseudo-convex optimization problems using the projection neural network. IEEE Trans. Neural Netw. 17, 1487–1499 (2006)
Karamardian, S., Schaible, S.: Seven kinds of monotone maps. J. Optim. Theory Appl. 66, 37–46 (1990)
Konnov, I.V.: Combined Relaxation Methods for Variational Inequalities. Springer, Berlin (2001)
Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekonomikai Matematicheskie Metody. 12, 747–756 (1976)
Kraikaew, R., Saejung, S.: On a hybrid extragradient-viscosity method for monotone operators and fixed point problems. Numer. Funct. Anal. Optim. 35, 32–49 (2014)
Kraikaew, R., Saejung, S.: Strong convergence of the Halpern subgradient extragradient method for solving variational inequalities in Hilbert spaces. J. Optim. Theory Appl. 163, 399–412 (2014)
Luo, Z.Q., Pang, J.S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996)
Moudafi, A.: Proximal methods for a class of bilevel monotone equilibrium problems. J. Glob. Optim. 47, 287–292 (2010)
Muu, L.D., Quy, N.V.: On existence and solution methods for strongly pseudomonotone equilibrium problems. Vietnam J. Math. 43, 229–238 (2015)
Saejung, S., Yotkaew, P.: Approximation of zeros of inverse strongly monotone operators in Banach spaces. Nonlinear Anal. 75, 742–750 (2012)
Shehu, Y., Dong, Q.L., Jiang, D.: Single projection method for pseudo-monotone variational inequality in Hilbert spaces. Optimization 68, 385–409 (2019)
Solodov, M.V.: An explicit descent method for bilevel convex optimization. J. Convex Anal. 14, 227–237 (2007)
Solodov, M.V., Svaiter, B.F.: A new projection method for variational inequality problems. SIAM J. Control Optim. 37, 765–776 (1999)
Thong, D.V., Hieu, D.V.: Modified subgradient extragradient method for variational inequality problems. Numer. Algorithm. 79, 597–610 (2017)
Thong, D.V., Hieu, D.V.: Weak and strong convergence theorems for variational inequality problems. Numer. Algorithm. 78, 1045–1060 (2017)
Trujillo, C.R., Zlobec, S.: Bilevel convex programming models. Optimization. 58, 1009–1028 (2009)
Tseng, P.: A modified forward-backward splitting method for maximal monotone mappings. SIAM J. Control Optim. 38, 431–446 (2000)
Vuong, P.T.: On the weak convergence of the extragradient method for solving pseudomonotone variational inequalities. J. Optim. Theory Appl. 176, 399–409 (2018)
Xu, M.H., Li, M., Yang, C.C.: Neural networks for a class of bi-level variational inequalities. J. Glob. Optim. 44, 535–552 (2009)
Yang, J., Liu, H.: Strong convergence result for solving monotone variational inequalities in Hilbert space. Numer. Algorithms 80(3), 741–752 (2019)
Yang, J., Liu, H., Liu, Z.: Modified subgradient extragradient algorithms for solving monotone variational inequalities. Optimization 67(12), 2247–2258 (2018)
Yao, Y., Marino, G., Muglia, L.: A modified Korpelevich’s method convergent to the minimum-norm solution of a variational inequality. Optimization 63, 559–569 (2014)
Zegeye, H., Shahzad, N., Yao, Y.: Minimum-norm solution of variational inequality and fixed point problem in Banach spaces. Optimization 64, 453–471 (2015)
Acknowledgments
The authors would like to thank Dr. Aviv Gibali and two anonymous reviewers for their comments on the manuscript which helped us very much in improving and presenting the original version of this paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Dedicated to Professor Pham Ky Anh on the Occasion of his 70th Birthday.
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Thong, D.V., Triet, N.A., Li, XH. et al. Strong convergence of extragradient methods for solving bilevel pseudo-monotone variational inequality problems. Numer Algor 83, 1123–1143 (2020). https://doi.org/10.1007/s11075-019-00718-6
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-019-00718-6
Keywords
- Subgradient extragradient method
- Tseng’s extragradient method
- Bilevel variational inequality problem
- Pseudo-monotone mapping