RT Journal Article
ID 68b6f65b1a541f86
A1 Semenov, Vladimir V.
T1 Modified Extragradient Method with Bregman Divergence for Variational Inequalities
JF Journal of Automation and Information Sciences
JO JAI(S)
YR 2018
FD 2018-10-25
VO 50
IS 8
SP 26
OP 37
K1 extragradient method
K1 Bregman divergence
K1 Lipschitz-continuous operator
K1 subgradient algorithm
AB A new method of extragradient type for the approximate solution of variational inequalities with pseudomonotone and Lipschitz-continuous operators acting in a finite-dimensional linear normed space is proposed. This method is a modification of the subgradient extragradient algorithm using Bregman divergence instead of Euclidean distance. Like other schemes using Bregman divergence the proposed method can sometimes effectively take into account a structure of a feasible set of the problem. The theorem on the method convergence is proved and in the case of a monotone operator nonasymptotic estimates of the method effectiveness are obtained



PB Begell House
LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,2ec3cf2b062398ac,68b6f65b1a541f86.html