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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2019, Volume 22, Number 2, Pages 201–211
DOI: https://doi.org/10.15372/SJNM20190206
(Mi sjvm710)
 

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
Full-text PDF (519 kB) Citations (1)
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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.
Funding agency Grant number
Russian Science Foundation 18-71-10044
18-71-00048
This work was supported by Russian Science Foundation (project nos. 18-71-10044 for the development and analysis of Algorithm 2 and 18-71-00048 for the proof and development of Algorithm 3).
Received: 17.01.2018
Revised: 15.11.2018
Accepted: 21.01.2019
English version:
Numerical Analysis and Applications, 2019, Volume 12, Issue 2, Pages 166–175
DOI: https://doi.org/10.1134/S199542391902006X
Bibliographic databases:
Document Type: Article
UDC: 519.8
Language: Russian
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
Citation in format AMSBIB
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Sibirskii Zhurnal Vychislitel'noi Matematiki
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