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This article is cited in 1 scientific paper (total in 1 paper)
An adaptive analog of Nesterov's method for variational inequalities with a strongly monotone operator
F. S. Stonyakin Vernadsky Crimean Federal University, pr. Vernadskogo 4, Simferopol, 295007 Russia
Abstract:
An adaptive analog of the Nesterov method for variational inequalities with a strongly monotone operator is proposed. The main idea of the method proposed is the adaptive choice of constants in maximized concave functional at each iteration. In this case there is no need in specifying an exact value of this constant, because the method proposed makes possible to find a suitable constant at each iteration. Some estimates for the parameters determining the quality of the solution of the variational inequality depending on the number of iterations have been obtained.
Key words:
variational inequality, strongly monotone operator, adaptive method, Lipschitz condition, solution quality.
Received: 17.01.2018 Revised: 15.11.2018 Accepted: 21.01.2019
Citation:
F. S. Stonyakin, “An adaptive analog of Nesterov's method for variational inequalities with a strongly monotone operator”, Sib. Zh. Vychisl. Mat., 22:2 (2019), 201–211; Num. Anal. Appl., 12:2 (2019), 166–175
Linking options:
https://www.mathnet.ru/eng/sjvm710 https://www.mathnet.ru/eng/sjvm/v22/i2/p201
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Abstract page: | 216 | Full-text PDF : | 28 | References: | 37 | First page: | 12 |
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