741 results on '"Strongly monotone"'
Search Results
2. Strong convergence theorems for strongly monotone mappings in Banach spaces
- Author
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Mathew O. Aibinu and Oluwatosin Mewomo
- Subjects
Range condition ,Strongly monotone ,Lyapunov function ,Strong convergence. ,Mathematics ,QA1-939 - Abstract
Let $E$ be a uniformly smooth and uniformly convex real Banach space and $E^*$ be its dual space. Suppose $A : E\rightarrow E^*$ is bounded, strongly monotone and satisfies the range condition such that $A^{-1}(0)\neq \emptyset$. Inspired by Alber \cite{b1}, we introduce Lyapunov functions and use the new geometric properties of Banach spaces to show the strong convergence of an iterative algorithm to the solution of $Ax=0$.
- Published
- 2020
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3. Self-adaptive iterative method for solving boundedly Lipschitz continuous and strongly monotone variational inequalities
- Author
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Songnian He, Lili Liu, and Aviv Gibali
- Subjects
Variational inequalities ,Self-adaptive iterative methods ,Boundedly Lipschitz continuous ,Strongly monotone ,Mathematics ,QA1-939 - Abstract
Abstract In this paper we introduce a new self-adaptive iterative algorithm for solving the variational inequalities in real Hilbert spaces, denoted by VI(C,F) $\operatorname{VI}(C, F)$. Here C⊆H $C\subseteq \mathcal{H}$ is a nonempty, closed and convex set and F:C→H $F: C\rightarrow \mathcal{H}$ is boundedly Lipschitz continuous (i.e., Lipschitz continuous on any bounded subset of C) and strongly monotone operator. One of the advantages of our algorithm is that it does not require the knowledge of the Lipschitz constant of F on any bounded subset of C or the strong monotonicity coefficient a priori. Moreover, the proposed self-adaptive step size rule only adds a small amount of computational effort and hence guarantees fast convergence rate. Strong convergence of the method is proved and a posteriori error estimate of the convergence rate is obtained. Primary numerical results illustrate the behavior of our proposed scheme and also suggest that the convergence rate of the method is comparable with the classical gradient projection method for solving variational inequalities.
- Published
- 2018
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4. An existence-uniqueness theorem and alternating contraction projection methods for inverse variational inequalities
- Author
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Songnian He and Qiao-Li Dong
- Subjects
Inverse variational inequality ,Variational inequality ,Lipschitz continuous ,Strongly monotone ,Mathematics ,QA1-939 - Abstract
Abstract Let C be a nonempty closed convex subset of a real Hilbert space H $\mathcal{H}$ with inner product 〈⋅,⋅〉 $\langle \cdot , \cdot \rangle $, and let f:H→H $f: \mathcal{H}\rightarrow \mathcal{H}$ be a nonlinear operator. Consider the inverse variational inequality (in short, IVI(C,f) $\operatorname{IVI}(C,f)$) problem of finding a point ξ∗∈H $\xi ^{*}\in \mathcal{H}$ such that f(ξ∗)∈C,〈ξ∗,v−f(ξ∗)〉≥0,∀v∈C. $$ f\bigl(\xi ^{*}\bigr)\in C, \quad \bigl\langle \xi ^{*}, v-f \bigl(\xi ^{*}\bigr)\bigr\rangle \geq 0, \quad \forall v\in C. $$ In this paper, we prove that IVI(C,f) $\operatorname{IVI}(C,f)$ has a unique solution if f is Lipschitz continuous and strongly monotone, which essentially improves the relevant result in (Luo and Yang in Optim. Lett. 8:1261–1272, 2014). Based on this result, an iterative algorithm, named the alternating contraction projection method (ACPM), is proposed for solving Lipschitz continuous and strongly monotone inverse variational inequalities. The strong convergence of the ACPM is proved and the convergence rate estimate is obtained. Furthermore, for the case that the structure of C is very complex and the projection operator PC $P_{C}$ is difficult to calculate, we introduce the alternating contraction relaxation projection method (ACRPM) and prove its strong convergence. Some numerical experiments are provided to show the practicability and effectiveness of our algorithms. Our results in this paper extend and improve the related existing results.
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- 2018
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5. Hybrid steepest iterative algorithm for a hierarchical fixed point problem
- Author
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Shamshad Husain and Nisha Singh
- Subjects
nonexpansive mapping ,strongly monotone ,variational inequalities ,fixed point problem ,Applied mathematics. Quantitative methods ,T57-57.97 ,Analysis ,QA299.6-433 - Abstract
Abstract The purpose of this work is to introduce and study an iterative method to approximate solutions of a hierarchical fixed point problem and a variational inequality problem involving a finite family of nonexpansive mappings on a real Hilbert space. Further, we prove that the sequence generated by the proposed iterative method converges to a solution of the hierarchical fixed point problem for a finite family of nonexpansive mappings which is the unique solution of the variational inequality problem. The results presented in this paper are the extension and generalization of some previously known results in this area. An example which satisfies all the conditions of the iterative method and the convergence result is given.
- Published
- 2017
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6. Geometric Convergence of Gradient Play Algorithms for Distributed Nash Equilibrium Seeking
- Author
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Tatiana Tatarenko, Angelia Nedic, and Wei Shi
- Subjects
TheoryofComputation_MISCELLANEOUS ,Computer Science::Computer Science and Game Theory ,Computer science ,TheoryofComputation_GENERAL ,Function (mathematics) ,Strongly monotone ,Computer Science Applications ,symbols.namesake ,Monotone polygon ,Rate of convergence ,Optimization and Control (math.OC) ,Control and Systems Engineering ,Distributed algorithm ,Nash equilibrium ,Variational inequality ,Convergence (routing) ,FOS: Mathematics ,symbols ,Electrical and Electronic Engineering ,Mathematics - Optimization and Control ,Algorithm - Abstract
We study distributed algorithms for seeking a Nash equilibrium in a class of convex networked Nash games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in some undirected graph. To deal with fast distributed learning of Nash equilibria under such settings, we introduce a so called augmented game mapping and provide conditions under which this mapping is strongly monotone. We consider a distributed gradient play algorithm for determining a Nash equilibrium (GRANE). The algorithm involves every player performing a gradient step to minimize her own cost function while sharing and retrieving information locally among her neighbors in the network. Using the reformulation of the Nash equilibrium problem based on the strong monotone augmented game mapping, we prove the convergence of this algorithm to a Nash equilibrium with a geometric rate. Furthermore, we introduce the Nesterov type acceleration for the gradient play algorithm. We demonstrate that, similarly to the accelerated algorithms in centralized optimization and variational inequality problems, our accelerated algorithm outperforms GRANE in the convergence rate. Moreover, to relax assumptions required to guarantee the strongly monotone augmented mapping, we analyze the restricted strongly monotone property of this mapping and prove geometric convergence of the distributed gradient play under milder assumptions.
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- 2021
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7. Continuous-Time Penalty Methods for Nash Equilibrium Seeking of a Nonsmooth Generalized Noncooperative Game
- Author
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Guoqiang Hu, Chao Sun, and School of Electrical and Electronic Engineering
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TheoryofComputation_MISCELLANEOUS ,Discrete mathematics ,Computer Science::Computer Science and Game Theory ,Singular perturbation ,Linear programming ,TheoryofComputation_GENERAL ,Strongly monotone ,Computer Science Applications ,symbols.namesake ,Differential inclusion ,Control and Systems Engineering ,Nash equilibrium ,Electrical and electronic engineering [Engineering] ,symbols ,Initial value problem ,Penalty method ,Nash Equilibrium Seeking ,Electrical and Electronic Engineering ,Constant (mathematics) ,Multiagent System ,Mathematics - Abstract
In this article, we propose centralized and distributed continuous-time penalty methods to find a Nash equilibrium for a generalized noncooperative game with shared inequality and equality constraints and private inequality constraints that depend on the player itself. By using the ℓ1 penalty function, we prove that the equilibrium of a differential inclusion is a normalized Nash equilibrium of the original generalized noncooperative game, and the centralized differential inclusion exponentially converges to the unique normalized Nash equilibrium of a strongly monotone game. Suppose that the players can communicate with their neighboring players only and the communication topology can be represented by a connected undirected graph. Based on a leader-following consensus scheme and singular perturbation techniques, we propose distributed algorithms by using the exact ℓ1 penalty function and the continuously differentiable squared ℓ2 penalty function, respectively. The squared ℓ2 penalty function method works for games with smooth constraints and the exact ℓ1 penalty function works for certain scenarios. The proposed two distributed algorithms converge to an η-neighborhood of the unique normalized Nash equilibrium and an -neighborhood of an approximated Nash equilibrium, respectively, with being a positive constant. For each 0 and each initial condition, there exists an such that for each 0, the convergence can be guaranteed where is a parameter in the algorithm. Ministry of Education (MOE) Nanyang Technological University This work was supported in part by the Singapore Ministry of Education Academic Research Fund Tier 1 RG180/17(2017-T1- 002-158) and in part by the Wallenberg-NTU Presidential Postdoctoral Fellow Set-Up Grant.
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- 2021
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8. Energy Contraction and Optimal Convergence of Adaptive Iterative Linearized Finite Element Methods
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Pascal Heid, Thomas P. Wihler, and Dirk Praetorius
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Numerical Analysis ,35J62, 41A25, 47J25, 47H05, 49M15, 65J15, 65N12, 65N22, 65N30, 65N50, 65Y20 ,Applied Mathematics ,Hilbert space ,Context (language use) ,Numerical Analysis (math.NA) ,010103 numerical & computational mathematics ,Strongly monotone ,01 natural sciences ,Finite element method ,010101 applied mathematics ,Computational Mathematics ,symbols.namesake ,Nonlinear system ,Rate of convergence ,Convergence (routing) ,FOS: Mathematics ,symbols ,Applied mathematics ,Mathematics - Numerical Analysis ,0101 mathematics ,Contraction (operator theory) ,Mathematics - Abstract
We revisit a unified methodology for the iterative solution of nonlinear equations in Hilbert spaces. Our key observation is that the general approach from [P. Heid and T. P. Wihler, Adaptive iterative linearization Galerkin methods for nonlinear problems, Math. Comp. 89 2020, 326, 2707–2734; P. Heid and T. P. Wihler, On the convergence of adaptive iterative linearized Galerkin methods, Calcolo 57 2020, Paper No. 24] satisfies an energy contraction property in the context of (abstract) strongly monotone problems. This property, in turn, is the crucial ingredient in the recent convergence analysis in [G. Gantner, A. Haberl, D. Praetorius and S. Schimanko, Rate optimality of adaptive finite element methods with respect to the overall computational costs, preprint 2020]. In particular, we deduce that adaptive iterative linearized finite element methods (AILFEMs) lead to full linear convergence with optimal algebraic rates with respect to the degrees of freedom as well as the total computational time.
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- 2021
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9. Numerical homogenization for nonlinear strongly monotone problems
- Author
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Barbara Verfürth
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Applied Mathematics ,General Mathematics ,65N15, 65N30, 35J60, 74Q15 ,Linearity ,Numerical Analysis (math.NA) ,010103 numerical & computational mathematics ,Strongly monotone ,01 natural sciences ,Homogenization (chemistry) ,Finite element method ,010101 applied mathematics ,Computational Mathematics ,Nonlinear system ,Monotone polygon ,Linearization ,FOS: Mathematics ,Applied mathematics ,Richards equation ,Mathematics - Numerical Analysis ,0101 mathematics ,Mathematics - Abstract
In this work we introduce and analyse a new multiscale method for strongly nonlinear monotone equations in the spirit of the localized orthogonal decomposition. A problem-adapted multiscale space is constructed by solving linear local fine-scale problems, which is then used in a generalized finite element method. The linearity of the fine-scale problems allows their localization and, moreover, makes the method very efficient to use. The new method gives optimal a priori error estimates up to linearization errors. The results neither require structural assumptions on the coefficient such as periodicity or scale separation nor higher regularity of the solution. The effect of different linearization strategies is discussed in theory and practice. Several numerical examples including the stationary Richards equation confirm the theory and underline the applicability of the method.
- Published
- 2021
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10. Generic behavior of flows strongly monotone with respect to high-rank cones
- Author
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Lirui Feng, Yi Wang, and Jianhong Wu
- Subjects
Pure mathematics ,Rank (linear algebra) ,Dense set ,Applied Mathematics ,010102 general mathematics ,Lyapunov exponent ,Strongly monotone ,01 natural sciences ,Linear subspace ,010101 applied mathematics ,symbols.namesake ,Dimension (vector space) ,symbols ,Exponent ,Ergodic theory ,0101 mathematics ,Analysis ,Mathematics - Abstract
We consider a C 1 , α smooth flow in R d which is “strongly monotone” with respect to a cone C of rank k, a closed set that contains a linear subspace of dimension k and no linear subspaces of higher dimension. We prove that orbits with initial data from an open and dense subset of the phase space are either pseudo-ordered or convergent to equilibria. This covers the celebrated Hirsch's Generic Convergence Theorem in the case k = 1 , yields a generic Poincare-Bendixson Theorem for the case k = 2 , and holds true with arbitrary dimension k. Our approach involves the ergodic argument using the k-exponential separation and the associated k-Lyapunov exponent (that reduces to the first Lyapunov exponent if k = 1 ).
- Published
- 2021
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11. Accelerated modified inertial Mann and viscosity algorithms to find a fixed point of $ \alpha - $inverse strongly monotone operators
- Author
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Manuel De la Sen, Habib ur Rehman, and Hasanen A. Hammad
- Subjects
Inertial frame of reference ,viscosity algorithm ,General Mathematics ,Hilbert space ,Inverse ,Fixed point ,Strongly monotone ,Physics::Fluid Dynamics ,symbols.namesake ,cq-projection method ,Viscosity (programming) ,Convergence (routing) ,QA1-939 ,Projection method ,symbols ,strong convergence theorems ,Algorithm ,inertial mann forward-backward method ,Mathematics ,shrinking projection method - Abstract
In this paper, strong convergence results for $ \alpha - $inverse strongly monotone operators under new algorithms in the framework of Hilbert spaces are discussed. Our algorithms are the combination of the inertial Mann forward-backward method with the CQ-shrinking projection method and viscosity algorithm. Our methods lead to an acceleration of modified inertial Mann Halpern and viscosity algorithms. Later on, numerical examples to illustrate the applications, performance, and effectiveness of our algorithms are presented.
- Published
- 2021
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12. Hybrid steepest iterative algorithm for a hierarchical fixed point problem.
- Author
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Husain, Shamshad and Singh, Nisha
- Subjects
- *
FIXED point theory , *NONEXPANSIVE mappings , *HILBERT space , *VARIATIONAL inequalities (Mathematics) , *ITERATIVE methods (Mathematics) - Abstract
The purpose of this work is to introduce and study an iterative method to approximate solutions of a hierarchical fixed point problem and a variational inequality problem involving a finite family of nonexpansive mappings on a real Hilbert space. Further, we prove that the sequence generated by the proposed iterative method converges to a solution of the hierarchical fixed point problem for a finite family of nonexpansive mappings which is the unique solution of the variational inequality problem. The results presented in this paper are the extension and generalization of some previously known results in this area. An example which satisfies all the conditions of the iterative method and the convergence result is given. [ABSTRACT FROM AUTHOR]
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- 2017
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13. Dynamics alternatives and generic convergence for C1-smooth strongly monotone discrete dynamical systems
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Yi Wang and Jinxiang Yao
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Monotone dynamical system ,Dynamical systems theory ,Applied Mathematics ,010102 general mathematics ,Dynamics (mechanics) ,Strongly monotone ,01 natural sciences ,Exponential function ,010101 applied mathematics ,Convergence (routing) ,Orbit (dynamics) ,Applied mathematics ,0101 mathematics ,Analysis ,Mathematics - Abstract
For C 1 -smooth strongly monotone discrete-time dynamical systems, we prove dynamics alternatives, which concludes that any compact orbit is either asymptotic to a linearly stable cycle; or manifestly unstable. For this purpose we improve several properties of the exponential separation for continuous maps. The generic convergence to cycles is obtained as a by-product of the dynamics alternatives.
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- 2020
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14. A Method of approximation for a zero of the sum of maximally monotone mappings in Hilbert spaces
- Author
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Getahun Bekele Wega and Habtu Zegeye
- Subjects
Pure mathematics ,Class (set theory) ,021103 operations research ,General Mathematics ,0211 other engineering and technologies ,Zero (complex analysis) ,Hilbert space ,Inverse ,02 engineering and technology ,Strongly monotone ,01 natural sciences ,010101 applied mathematics ,Nonlinear system ,symbols.namesake ,Monotone polygon ,Convergence (routing) ,symbols ,0101 mathematics ,Mathematics - Abstract
Our purpose of this study is to construct an algorithm for finding a zero of the sum of two maximally monotone mappings in Hilbert spaces and discus its convergence. The assumption that one of the mappings is α-inverse strongly monotone is dispensed with. In addition, we give some applications to the minimization problem. Our method of proof is of independent interest. Finally, a numerical example which supports our main result is presented. Our theorems improve and unify most of the results that have been proved for this important class of nonlinear mappings.
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- 2020
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15. Weak convergence of an extended splitting method for monotone inclusions
- Author
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Yunda Dong
- Subjects
021103 operations research ,Control and Optimization ,Weak convergence ,Composition operator ,Applied Mathematics ,0211 other engineering and technologies ,Hilbert space ,Inverse ,02 engineering and technology ,Management Science and Operations Research ,Strongly monotone ,Computer Science Applications ,symbols.namesake ,Operator (computer programming) ,Monotone polygon ,Iterated function ,symbols ,Applied mathematics ,Mathematics - Abstract
In this article, we consider the problem of finding zeros of monotone inclusions of three operators in real Hilbert spaces, where the first operator’s inverse is strongly monotone and the third is linearly composed, and we suggest an extended splitting method. This method allows relative errors and is capable of decoupling the third operator from linear composition operator well. At each iteration, the first operator can be processed with just a single forward step, and the other two need individual computations of the resolvents. If the first operator vanishes and linear composition operator is the identity one, then it coincides with a known method. Under the weakest possible conditions, we prove its weak convergence of the generated primal sequence of the iterates by developing a more self-contained and less convoluted techniques. Our suggested method contains one parameter. When it is taken to be either zero or two, our suggested method has interesting relations to existing methods. Furthermore, we did numerical experiments to confirm its efficiency and robustness, compared with other state-of-the-art methods.
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- 2020
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16. Optimality conditions for optimal impulsive control problems with multipoint state constraints
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Olga N. Samsonyuk
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Lyapunov function ,Mathematical optimization ,021103 operations research ,Control and Optimization ,Property (philosophy) ,Applied Mathematics ,Control (management) ,0211 other engineering and technologies ,02 engineering and technology ,State (functional analysis) ,Management Science and Operations Research ,Type (model theory) ,Strongly monotone ,Computer Science Applications ,symbols.namesake ,Control system ,Bounded variation ,symbols ,Mathematics - Abstract
This paper addresses an optimal impulsive control problem whose trajectories are functions of bounded variation and impulsive controls are regular vector measures. This problem is characterized by two main features. First, the dynamical control system to be considered may not possess the so-called well-posedness property. Second, the constraints on the one-sided limits of states are presented. Such constraints are interpreted as multipoint state constraints. For this problem, we derive global optimality conditions based on using of compound Lyapunov type functions which possess strongly monotone properties with respect to the control system. As a motivating case, a model of advertising expenses optimization for mutually complementary products is considered. For this model, we propose four variants of resolving sets of Lyapunov type functions and explain the technique of applying the optimality conditions.
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- 2020
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17. New algorithms for approximating zeros of inverse strongly monotone maps and J-fixed points
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Chinedu G. Ezea and Charles E. Chidume
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Sequence ,Mathematics::Functional Analysis ,T57-57.97 ,QA299.6-433 ,Applied mathematics. Quantitative methods ,Dual space ,Applied Mathematics ,Regular polygon ,Banach space ,Inverse ,2-Uniformly convex and uniformly smooth real Banach space ,Fixed point ,Strongly monotone ,J-Fixed point ,Relatively weak J-nonexpansive map ,Zeros of inverse strongly monotone map ,Countable set ,Geometry and Topology ,Algorithm ,Strictly J-pseudocontractive ,Analysis ,Mathematics - Abstract
LetEbe a real Banach space with dual space$E^{*}$E∗. A new class ofrelatively weakJ-nonexpansive maps,$T:E\rightarrow E^{*}$T:E→E∗, is introduced and studied. An algorithm to approximate a common element ofJ-fixed points for a countable family of relatively weakJ-nonexpansive maps and zeros of a countable family of inverse strongly monotone maps in a 2-uniformly convex and uniformly smooth real Banach space is constructed. Furthermore, assuming existence, the sequence of the algorithm is proved to converge strongly. Finally, a numerical example is given to illustrate the convergence of the sequence generated by the algorithm.
- Published
- 2020
18. Geometric convergence of distributed gradient play in games with unconstrained action sets
- Author
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Tatiana Tatarenko and Angelia Nedic
- Subjects
0209 industrial biotechnology ,Mathematical optimization ,Computer science ,020208 electrical & electronic engineering ,02 engineering and technology ,Function (mathematics) ,Strongly monotone ,Set (abstract data type) ,symbols.namesake ,020901 industrial engineering & automation ,Rate of convergence ,Control and Systems Engineering ,Distributed algorithm ,Nash equilibrium ,Convergence (routing) ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,Game theory - Abstract
We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can communicate to her neighbors in some undirected graph. We consider a distributed communication-based gradient algorithm. For this procedure, we prove geometric convergence to a Nash equilibrium. In contrast to our previous works Tatarenko et al. (2018); Tatarenko et al. (2019), where the proposed algorithms required two parameters to be set up and the analysis was based on a so called augmented game mapping, the procedure in this work corresponds to a standard distributed gradient play and, thus, only one constant step size parameter needs to be chosen appropriately to guarantee fast convergence to a game solution. Moreover, we provide a rigorous comparison between the convergence rate of the proposed distributed gradient play and the rate of the GRANE algorithm presented in Tatarenko et al. (2019). It allows us to demonstrate that the distributed gradient play outperforms the GRANE in terms of convergence speed.
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- 2020
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19. Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
- Author
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Flávia Chorobura, Geovani Nunes Grapiglia, and UCL - SSH/IACS - Institute of Analysis of Change in Contemporary and Historical Societies
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Discrete mathematics ,Line search ,Applied Mathematics ,Function (mathematics) ,Derivative ,Strongly monotone ,Lipschitz continuity ,Stationary point ,Computational Mathematics ,Nonlinear system ,symbols.namesake ,Jacobian matrix and determinant ,symbols ,Mathematics - Abstract
In this paper, we study a class of derivative-free nonmonotone line search methods for solving nonlinear systems of equations, which includes the method N-DF-SANE proposed in Cheng and Li (IMA J Numer Anal 29:814–825, 2009). These methods correspond to derivative-free optimization methods applied to the minimization of a suitable merit function. Assuming that the mapping defining the system of nonlinear equations has Lipschitz continuous Jacobian, we show that the methods in the referred class need at most $${\mathcal {O}}\left( |\log (\epsilon )|\epsilon ^{-2}\right) $$ function evaluations to generate an $$\epsilon $$ -approximate stationary point to the merit function. For the case in which the mapping is strongly monotone, we present two methods with evaluation-complexity of $${\mathcal {O}}\left( |\log (\epsilon )|\right) $$ .
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- 2021
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20. Strong convergence for monotone bilevel equilibria with constraints of variational inequalities and fixed points using subgradient extragradient implicit rule
- Author
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Tu-Yan Zhao, Hui-Ying Hu, Dan-Qiong Wang, Yun-Ling Cui, Long He, and Lu-Chuan Ceng
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Applied Mathematics ,Hilbert space ,Solution set ,Countable family of nonexpansive mappings ,Fixed point ,Strongly monotone ,General system of variational inequalities ,symbols.namesake ,Monotone bilevel equilibrium problem ,Monotone polygon ,Subgradient extragradient implicit rule ,Asymptotically nonexpansive mapping ,Convergence (routing) ,Variational inequality ,QA1-939 ,symbols ,Discrete Mathematics and Combinatorics ,Applied mathematics ,Subgradient method ,Mathematics ,Analysis - Abstract
In a real Hilbert space, let GSVI and CFPP represent a general system of variational inequalities and a common fixed point problem of a countable family of nonexpansive mappings and an asymptotically nonexpansive mapping, respectively. In this paper, via a new subgradient extragradient implicit rule, we introduce and analyze two iterative algorithms for solving the monotone bilevel equilibrium problem (MBEP) with the GSVI and CFPP constraints, i.e., a strongly monotone equilibrium problem over the common solution set of another monotone equilibrium problem, the GSVI and the CFPP. Some strong convergence results for the proposed algorithms are established under the mild assumptions, and they are also applied for finding a common solution of the GSVI, VIP, and FPP, where the VIP and FPP stand for a variational inequality problem and a fixed point problem, respectively.
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- 2021
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21. A Halpern-Type Iteration Method for Bregman Nonspreading Mapping and Monotone Operators in Reflexive Banach Spaces
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Lateef Olakunle Jolaoso, F. U. Ogbuisi, and F. O. Isiogugu
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TheoryofComputation_MISCELLANEOUS ,Pure mathematics ,Article Subject ,Iterative method ,lcsh:Mathematics ,General Mathematics ,010102 general mathematics ,Hilbert space ,Banach space ,State (functional analysis) ,Bregman divergence ,Fixed point ,lcsh:QA1-939 ,Strongly monotone ,01 natural sciences ,010101 applied mathematics ,symbols.namesake ,ComputingMethodologies_PATTERNRECOGNITION ,Monotone polygon ,symbols ,0101 mathematics ,Mathematics - Abstract
In this paper, we introduce an iterative method for approximating a common solution of monotone inclusion problem and fixed point of Bregman nonspreading mappings in a reflexive Banach space. Using the Bregman distance function, we study the composition of the resolvent of a maximal monotone operator and the antiresolvent of a Bregman inverse strongly monotone operator and introduce a Halpern-type iteration for approximating a common zero of a maximal monotone operator and a Bregman inverse strongly monotone operator which is also a fixed point of a Bregman nonspreading mapping. We further state and prove a strong convergence result using the iterative algorithm introduced. This result extends many works on finding a common solution of the monotone inclusion problem and fixed-point problem for nonlinear mappings in a real Hilbert space to a reflexive Banach space.
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- 2019
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22. Uniqueness results for strongly monotone operators related to Gauss measure
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Maria Francesca Betta, Maria Rosaria Posteraro, Filomena Feo, Betta, M. F., Feo, F., and Posteraro, M. R.
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General Mathematics ,010102 general mathematics ,Gauss ,Gauss measure ,0102 computer and information sciences ,Strongly monotone ,01 natural sciences ,Omega ,Measure (mathematics) ,weighted weak solution ,Combinatorics ,Uniqueness, Gauss measure, nonlinear elliptic equation, weighted weak solution ,010201 computation theory & mathematics ,nonlinear elliptic equation ,Uniqueness ,0101 mathematics ,Algebra over a field ,Mathematics - Abstract
In the present paper we prove some uniqueness results for weak solutions to a class of problems, whose prototype is $$\begin{cases}-\rm{div} & ((\varepsilon+|\triangledown{u}|^2)\frac{p-2}{2}\triangledown{u}\varphi)=f\varphi\;\;\;\;\;\rm{in}\;\;\Omega\\u=0 &\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\; \rm{on}\;\partial\Omega,\end{cases}$$ where e ≥ 0, 1 1) with Gauss measure less than one and datum f belongs to the natural dual space. When p ≤ 2 we obtain a uniqueness result for e = 0, while for p > 2 we have to consider e > 0 unless the sign of f is constant. Some counterexamples are given too.
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- 2019
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23. Topological properties of strongly monotone planar vector fields
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Zalman Balanov, Artem Bolshakov, and Dmitrii Rachinskii
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Pure mathematics ,symbols.namesake ,General Mathematics ,Winding number ,symbols ,Planar vector fields ,Fixed point ,Strongly monotone ,Planar graph ,Mathematics - Published
- 2019
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24. A strong convergence theorem for generalized-Φ-strongly monotone maps, with applications
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M. O. Nnakwe, Abubakar Adamu, and Charles E. Chidume
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Pure mathematics ,Sequence ,T57-57.97 ,QA299.6-433 ,Applied mathematics. Quantitative methods ,Variational inequality problem ,Dual space ,Applied Mathematics ,Hammerstein integral equation ,Zero (complex analysis) ,Banach space ,Strongly monotone ,Monotone polygon ,Strong convergence ,Convex optimization ,Variational inequality ,Geometry and Topology ,Generalized-Φ-strongly monotone map ,Optimization problem ,Analysis ,Mathematics - Abstract
Let X be a uniformly convex and uniformly smooth real Banach space with dual space $X^{*}$ . In this paper, a Mann-type iterative algorithm that approximates the zero of a generalized-Φ-strongly monotone map is constructed. A strong convergence theorem for a sequence generated by the algorithm is proved. Furthermore, the theorem is applied to approximate the solution of a convex optimization problem, a Hammerstein integral equation, and a variational inequality problem. This theorem generalizes, improves, and complements some recent results. Finally, examples of generalized-Φ-strongly monotone maps are constructed and numerical experiments which illustrate the convergence of the sequence generated by our algorithm are presented.
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- 2019
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25. Constrained control approach for monotone systems: application to tumour chemotherapy
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Hamed Agahi and M.J. Yazdanpanah
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0209 industrial biotechnology ,Control and Optimization ,Dynamical systems theory ,Computer science ,Linear system ,02 engineering and technology ,Strongly monotone ,Computer Science Applications ,Human-Computer Interaction ,Set (abstract data type) ,Nonlinear system ,020901 industrial engineering & automation ,Monotone polygon ,Control and Systems Engineering ,Control theory ,Bounded function ,Convergence (routing) ,Electrical and Electronic Engineering - Abstract
Monotone systems are dynamical systems whose solutions preserve an ordering relative to the initial data. This study develops a set-point regulation approach for a certain class of systems subject to input and state constraints which leads to closed-loop strongly monotone systems. The proposed method gives static output feedback controllers that guarantee the convergence of generic bounded solutions to the desired set-point, satisfy the constraints and preserve the control performance under the input saturation. Although such a set-point regulation problem is too challenging for general non-linear systems, the proposed approach finds some well-organised controllers that satisfy the mentioned control objectives. To investigate the applicability of the proposed control technique, the authors exploit a model of cancer tumour growth in an unhealthy tissue. The medication (control) intends to take solutions to the healthy state through a constrained chemotherapy protocol. The authors present a full dynamical analysis for this system.
- Published
- 2019
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26. Algorithm for the generalized Φ-strongly monotone mappings and application to the generalized convex optimization problem
- Author
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Oluwatosin Temitope Mewomo and Mathew O. Aibinu
- Subjects
Dual space ,General Mathematics ,Regular polygon ,Banach space ,Duality (optimization) ,010103 numerical & computational mathematics ,Strongly monotone ,01 natural sciences ,010101 applied mathematics ,Monotone polygon ,Bounded function ,Convex optimization ,0101 mathematics ,Algorithm ,Mathematics - Abstract
Let E be a uniformly smooth and uniformly convex real Banach space and E∗ be its dual space. We consider a multivalued mapping A : E → 2E∗ which is bounded, generalized Φ-strongly monotone and such that for all t > 0, the range R(Jp+tA) = E∗, where Jp (p > 1) is the generalized duality mapping from E into 2E∗ . Suppose A−1(0) = ∅, we construct an algorithm which converges strongly to the solution of 0 ∈ Ax. The result is then applied to the generalized convex optimization problem.
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- 2019
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27. Forward–backward splitting algorithm for fixed point problems and zeros of the sum of monotone operators
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Mihai Postolache and Vahid Dadashi
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TheoryofComputation_MISCELLANEOUS ,Sequence ,General Mathematics ,010102 general mathematics ,Zero (complex analysis) ,Monotonic function ,Fixed point ,Strongly monotone ,01 natural sciences ,010101 applied mathematics ,Operator (computer programming) ,Monotone polygon ,Convex optimization ,0101 mathematics ,Algorithm ,Mathematics - Abstract
In this paper, we construct a forward–backward splitting algorithm for approximating a zero of the sum of an $$\alpha $$-inverse strongly monotone operator and a maximal monotone operator. The strong convergence theorem is then proved under mild conditions. Then, we add a nonexpansive mapping in the algorithm and prove that the generated sequence converges strongly to a common element of a fixed points set of a nonexpansive mapping and zero points set of the sum of monotone operators. We apply our main result both to equilibrium problems and convex programming.
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- 2019
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28. Algorithms for Common Solutions to Generalized Mixed Equilibrium Problems and Fixed Point Problems under Nonlinear Transformations in Banach Spaces
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Yanlai Song and Xinhong Chen
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Nonlinear system ,Pure mathematics ,Scheme (mathematics) ,Banach space ,Inverse ,Extension (predicate logic) ,Fixed point ,Strongly monotone ,Mathematics - Abstract
The purpose of this paper is to present a new iterative scheme for finding a common solution of the generalized mixed equilibrium problems with an infinite family of inverse strongly monotone mappings and the fixed point problems of demimetric mappings under nonlinear transformations in Banach spaces. Applications are also included. The results in this paper are the extension and improvement of the recent results in the literature.
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- 2019
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29. Convergence Rates for Projective Splitting
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Jonathan Eckstein and Patrick R. Johnstone
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FOS: Computer and information sciences ,Computer Science - Machine Learning ,Pure mathematics ,021103 operations research ,Weak convergence ,0211 other engineering and technologies ,Monotonic function ,010103 numerical & computational mathematics ,02 engineering and technology ,Strongly monotone ,01 natural sciences ,Machine Learning (cs.LG) ,Theoretical Computer Science ,Monotone polygon ,Rate of convergence ,Optimization and Control (math.OC) ,Iterated function ,Convergence (routing) ,FOS: Mathematics ,Ergodic theory ,0101 mathematics ,Mathematics - Optimization and Control ,Software ,Mathematics - Abstract
Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming one of the most flexible operator splitting frameworks available. While weak convergence of the iterates to a solution has been established, there have been few attempts to study convergence rates of projective splitting. The purpose of this paper is to do so under various assumptions. To this end, there are three main contributions. First, in the context of convex optimization, we establish an $O(1/k)$ ergodic function convergence rate. Second, for strongly monotone inclusions, strong convergence is established as well as an ergodic $O(1/\sqrt{k})$ convergence rate for the distance of the iterates to the solution. Finally, for inclusions featuring strong monotonicity and cocoercivity, linear convergence is established., Comment: This version adds references to the extragradient method
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- 2019
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30. An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games
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Ming Cao, Giuseppe Belgioioso, Carlo Cenedese, Sergio Grammatico, and Discrete Technology and Production Automation
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FOS: Computer and information sciences ,0209 industrial biotechnology ,Computer science ,02 engineering and technology ,Cournot competition ,Monotone games ,Asynchronous update ,020901 industrial engineering & automation ,Computer Science - Computer Science and Game Theory ,Convergence (routing) ,FOS: Mathematics ,0202 electrical engineering, electronic engineering, information engineering ,Delayed communication ,Mathematics - Optimization and Control ,Game theory ,Node (networking) ,General Engineering ,Operator theory ,Strongly monotone ,Variational GNE ,Optimization and Control (math.OC) ,Asynchronous communication ,Distributed algorithm ,Scalability ,020201 artificial intelligence & image processing ,Algorithm ,Computer Science and Game Theory (cs.GT) - Abstract
In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove converge to a variational GNE of the game via an operator-theoretic approach. Finally, we apply the algorithms to network Cournot games and show how different activation sequences and delays affect convergence. We also compare the proposed algorithms to the only other in the literature (ADAGNES), and observe that AD-GENO outperforms the alternative., Submitted to the European Journal of Control (EJC). arXiv admin note: text overlap with arXiv:1901.04279
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- 2021
31. Some results on the filter method for nonlinear complementary problems
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Chao Gu, Guoqiang Wang, and Jueyu Wang
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Sequence ,Karush–Kuhn–Tucker conditions ,Filter method ,lcsh:Mathematics ,Applied Mathematics ,010102 general mathematics ,KKT point ,Constrained optimization ,010103 numerical & computational mathematics ,Function (mathematics) ,Filter (signal processing) ,lcsh:QA1-939 ,Strongly monotone ,01 natural sciences ,Inequality constrained optimization ,Nonlinear complementarity problems ,Nonlinear system ,Bounded function ,Discrete Mathematics and Combinatorics ,Applied mathematics ,Regular conditions ,0101 mathematics ,Analysis ,Mathematics - Abstract
Recent studies show that the filter method has good numerical performance for nonlinear complementary problems (NCPs). Their approach is to reformulate an NCP as a constrained optimization solved by filter algorithms. However, they can only prove that the iterative sequence converges to the KKT point of the constrained optimization. In this paper, we investigate the relation between the KKT point of the constrained optimization and the solution of the NCP. First, we give several sufficient conditions under which the KKT point of the constrained optimization is the solution of the NCP; second, we define regular conditions and regular point which include and generalize the previous results; third, we prove that the level sets of the objective function of the constrained optimization are bounded for a strongly monotone function or a uniform P-function; finally, we present some examples to verify the previous results.
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- 2021
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32. Mapping Monotonic Restrictions in Inductive Inference
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Timo Kötzing and Vanja Doskoč
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TheoryofComputation_MISCELLANEOUS ,Monotone polygon ,Theoretical computer science ,Computer science ,Formal language ,ComputingMilieux_COMPUTERSANDEDUCATION ,Natural (music) ,Monotonic function ,Inductive reasoning ,Strongly monotone ,Focus (linguistics) - Abstract
In inductive inference we investigate computable devices (learners) learning formal languages. In this work, we focus on monotonic learners which, despite their natural motivation, exhibit peculiar behaviour. A recent study analysed the learning capabilities of strongly monotone learners in various settings. The therein unveiled differences between explanatory (syntactically converging) and behaviourally correct (semantically converging) such learners motivate our studies of monotone learners in the same settings.
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- 2021
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33. Robust power management via learning and game design
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Aris L. Moustakas, Nicholas Bambos, Zhengyuan Zhou, Peter W. Glynn, Panayotis Mertikopoulos, Stanford University, Performance analysis and optimization of LARge Infrastructures and Systems (POLARIS), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire d'Informatique de Grenoble (LIG), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Department of Physics [Athens], National and Kapodistrian University of Athens (NKUA), Department of Electrical Engineering [Stanford], and ANR-16-CE33-0004,ORACLESS,Stratégies adaptatives d'allocation des ressources dans les réseaux sans fil dynamiques(2016)
- Subjects
Power management ,Mathematical optimization ,Computer science ,online learning ,02 engineering and technology ,Management Science and Operations Research ,01 natural sciences ,Nash equilibrium ,010104 statistics & probability ,symbols.namesake ,Game design ,[INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG] ,0202 electrical engineering, electronic engineering, information engineering ,0101 mathematics ,Stochastic game ,Distributed power ,020206 networking & telecommunications ,Strongly monotone ,Computer Science Applications ,monotone games ,Rate of convergence ,symbols ,power management ,[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] ,Gradient descent - Abstract
submitted; International audience; We consider the target-rate power management problem for wireless networks and we propose two simple, distributed power management schemes that regulate power in a provably robust manner by efficiently leveraging past information. Both schemes are obtained via a combined approach of learning and “game design” where we (1) design a game with suitable payoff functions such that the optimal joint power profile in the original power management problem is the unique Nash equilibrium of the designed game; and (2) derive distributed power managment algorithms by directing the networks' users to employ a no-regret learning algorithm to maximize their individual utility over time. To establish convergence, we focus on the well- known online eager gradient descent learning algorithm in the class of weighted strongly monotone games. In this class of games, we show that when players only have access to imperfect stochastic feedback, multi-agent online eager gradient descent converges to the unique Nash equilibrium in mean square at an $\mathcal{O}(1/T)$ rate. In the context of power management in static networks, we show that the designed games are weighted strongly monotone if the network is feasible (i.e. when all users can concurrently attain their target rates). This allows us to derive geometric convergence rate to the joint optimal transmission power. More importantly, in stochastic networks where channel quality fluctuates over time, the designed games are also weighted strongly monotone and the proposed algorithms converge in mean square to the joint optimal transmission power at a $\mathcal{O}(1/T)$ rate, even when the network is only feasible on average (i.e. users may be unable to meet their requirements with positive probability). This comes in stark contrast to existing algorithms (like the seminal Foschini–Miljanic algorithm and its variants) that may fail to converge altogether.
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- 2021
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34. A Strong Convergence Theorem for a Finite Family of Bregman Demimetric Mappings in a Banach Space under a New Shrinking Projection Method
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Ebrahim Soori, Bijan Orouji, Ravi P. Agarwal, and Donal O'Regan
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Pure mathematics ,Article Subject ,MathematicsofComputing_GENERAL ,Banach space ,Zero (complex analysis) ,Inverse ,Fixed point ,Strongly monotone ,Monotone polygon ,Convergence (routing) ,Projection method ,QA1-939 ,Analysis ,Mathematics - Abstract
In this paper, using a new shrinking projection method and new generalizedk-demimetric mappings, we consider the strong convergence for finding a common point of the sets of zero points of maximal monotone mappings, common fixed points of a finite family of Bregmank-demimetric mappings, and common zero points of a finite family of Bregman inverse strongly monotone mappings in a reflexive Banach space. To the best of our knowledge, such a theorem for Bregmank-demimetric mapping is the first of its kind in a Banach space. This manuscript is online on arXiv by the link http://arxiv.org/abs/2107.13254.
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- 2021
35. Low-Gain Stability of Projected Integral Control for Input-Constrained Discrete-Time Nonlinear Systems
- Author
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John W. Simpson-Porco
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Control and Optimization ,Steady state ,Linear system ,Strongly monotone ,Stability (probability) ,Nonlinear system ,Exponential stability ,Control and Systems Engineering ,Control theory ,Optimization and Control (math.OC) ,Variational inequality ,FOS: Mathematics ,Constant (mathematics) ,Mathematics - Optimization and Control ,Mathematics - Abstract
We consider the problem of zeroing an error output of a nonlinear discrete-time system in the presence of constant exogenous disturbances, subject to hard convex constraints on the input signal. The design specification is formulated as a variational inequality, and we adapt a forward-backward splitting algorithm to act as an integral controller which ensures that the input constraints are met at each time step. We establish a low-gain stability result for the closed-loop system when the plant is exponentially stable, generalizing previously known results for integral control of discrete-time systems. Specifically, it is shown that if the composition of the plant equilibrium input-output map and the integral feedback gain is strongly monotone, then the closed-loop system is exponentially stable for all sufficiently small integral gains. The method is illustrated via application to a four-tank process.
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- 2021
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36. Algorithms for Solving Variational Inequalities and Saddle Point Problems with Some Generalizations of Lipschitz Property for Operators
- Author
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Alexander Gasnikov, Alexander Titov, Fedor Stonyakin, and Mohammad Alkousa
- Subjects
Operator (computer programming) ,Optimization problem ,Computer science ,Saddle point ,Variational inequality ,Euclidean geometry ,Structure (category theory) ,Strongly monotone ,Lipschitz continuity ,Algorithm - Abstract
The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently, some notable methods for optimization problems with strongly monotone operators were proposed. Our focus here is on newly proposed techniques for solving strongly convex-concave saddle point problems. One of the goals of the article is to improve the obtained estimates of the complexity of introduced algorithms by using accelerated methods for solving auxiliary problems. The second focus of the article is introducing an analogue of the boundedness condition for the operator in the case of arbitrary (not necessarily Euclidean) prox structure. We propose an analogue of the Mirror Descent method for solving variational inequalities with such operators, which is optimal in the considered class of problems.
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- 2021
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37. On a Viscosity Iterative Method for Solving Variational Inequality Problems in Hadamard Spaces
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Oluwatosin Temitope Mewomo, Kazeem Olalekan Aremu, Chinedu Izuchukwu, and Hammed Anuolwupo Abass
- Subjects
Logic ,Iterative method ,0211 other engineering and technologies ,Inverse ,02 engineering and technology ,01 natural sciences ,variational inequalities ,inverse strongly monotone mappings ,demicontractive mappings ,fixed point problems ,Hadamard spaces ,Hadamard transform ,Applied mathematics ,0101 mathematics ,Mathematical Physics ,Mathematics ,021103 operations research ,Algebra and Number Theory ,lcsh:Mathematics ,010102 general mathematics ,lcsh:QA1-939 ,Lipschitz continuity ,Strongly monotone ,Hadamard space ,Viscosity (programming) ,Variational inequality ,Geometry and Topology ,Analysis - Abstract
In this paper, we propose and study an iterative algorithm that comprises of a finite family of inverse strongly monotone mappings and a finite family of Lipschitz demicontractive mappings in an Hadamard space. We establish that the proposed algorithm converges strongly to a common solution of a finite family of variational inequality problems, which is also a common fixed point of the demicontractive mappings. Furthermore, we provide a numerical experiment to demonstrate the applicability of our results. Our results generalize some recent results in literature.
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- 2020
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38. Self-adaptive methods for solving split problems of variational inclusion
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Xiaojun Ma and Zhifu Jia
- Subjects
symbols.namesake ,Operator (computer programming) ,Weak convergence ,Iterative method ,Norm (mathematics) ,Hilbert space ,symbols ,Applied mathematics ,Strongly monotone ,Lipschitz continuity ,Bounded operator ,Mathematics - Abstract
In this paper, we study the weak convergence of the algorithms for solving variational inclusion problems without using Lipschitz condition of the inverse strongly monotone operator in real Hilbert spaces. The algorithms are inspired by Tseng’s modied forward-backward splitting method [4](SIAM J Control Optim 38,431-446(2000))with a simple step size. The weak convergence theorems for our algorithms are established without any requirement of additionally resolvent operators and the prior knowledge of the bounded linear operator norm. Also, our methods are extended to solve the split feasible problem and split minimization problem. Finally, some numerical experiments are provided to demonstrate the eciency of the proposed iterative method.
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- 2020
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39. A space-time certified reduced basis method for quasilinear parabolic partial differential equations
- Author
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Michael Hinze and Denis Korolev
- Subjects
Partial differential equation ,Discretization ,Basis (linear algebra) ,Applied Mathematics ,Numerical Analysis (math.NA) ,Strongly monotone ,Finite element method ,Mathematics::Numerical Analysis ,Computational Mathematics ,Approximation error ,Norm (mathematics) ,FOS: Mathematics ,Applied mathematics ,Mathematics - Numerical Analysis ,Galerkin method ,Mathematics - Abstract
In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems. The method is based on a space-time variational formulation. We provide a residual-based a-posteriori error bound on a space-time level and the corresponding efficiently computable estimator for the certification of the method. We use the Empirical Interpolation method (EIM) to guarantee the efficient offline-online computational procedure. The error of the EIM method is then rigorously incorporated into the certification procedure. The Petrov-Galerkin finite element discretization allows to benefit from the Crank-Nicolson interpretation of the discrete problem and to use a POD-Greedy approach to construct the reduced-basis spaces of small dimensions. It computes the reduced basis solution in a time-marching framework while the RB approximation error in a space-time norm is controlled by the estimator. Therefore the proposed method incorporates a POD-Greedy approximation into a space-time certification., Typos are corrected, additional 2D example is added
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- 2020
40. General viscosity iterative process for solving variational inclusion and fixed point problems involving multivalued quasi-nonexpansive and demicontractive operators with application
- Author
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Sow Thierno
- Subjects
Sequence ,Iterative and incremental development ,symbols.namesake ,Monotone polygon ,Iterative method ,Convex optimization ,Hilbert space ,symbols ,Applied mathematics ,Fixed point ,Strongly monotone ,Mathematics - Abstract
In this paper, we introduce and study a new iterative method which is based on viscosity general algorithm and forward-backward splitting method for finding a common element of the set of common fixed points of multivalued demicontractive and quasi-nonexpansive mappings and the set of solutions of variational inclusion with set-valued maximal monotone mapping and inverse strongly monotone mappings in real Hilbert spaces. We prove that the sequence $x_n$ which is generated by the proposed iterative algorithm converges strongly to a common element of two sets above. Finally, our theorems are applied to approximate a common solution of fixed point problems with set-valued operators and the composite convex minimization problem. Our theorems are significant improvements on several important recent results.
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- 2020
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41. Fixed-Time Nash Equilibrium Seeking in Non-Cooperative Games
- Author
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Jorge I. Poveda, Miroslav Krstic, and Tamer Basar
- Subjects
TheoryofComputation_MISCELLANEOUS ,020301 aerospace & aeronautics ,0209 industrial biotechnology ,Non-cooperative game ,Computer Science::Computer Science and Game Theory ,Stability (learning theory) ,ComputingMilieux_PERSONALCOMPUTING ,Order (ring theory) ,TheoryofComputation_GENERAL ,02 engineering and technology ,Function (mathematics) ,Strongly monotone ,symbols.namesake ,020901 industrial engineering & automation ,0203 mechanical engineering ,Nash equilibrium ,Optimization and Control (math.OC) ,Bounded function ,symbols ,FOS: Mathematics ,Constant (mathematics) ,Mathematics - Optimization and Control ,Mathematical economics ,Mathematics - Abstract
We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper bounded by a positive constant that is independent of the initial conditions of the players, and which can be prescribed a priori by the system designer. The dynamics are model-free, in the sense that the mathematical forms of the cost functions of the players are unknown. Instead, in order to update its own action, each player needs to have access only to real-time evaluations of its own cost, as well as to auxiliary states of neighboring players characterized by a communication graph. Stability and convergence properties are established for both potential games and strongly monotone games. Numerical examples are presented to illustrate our theoretical results., Comment: Presented at the IEEE Conference on Decision and Control, on Dec. 14-18, 2020
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- 2020
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42. Nash Equilibrium Seeking in N-Coalition Games via a Gradient-Free Method
- Author
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Yipeng Pang, Guoqiang Hu, and School of Electrical and Electronic Engineering
- Subjects
TheoryofComputation_MISCELLANEOUS ,Mathematical optimization ,Computer Science::Computer Science and Game Theory ,Trace (linear algebra) ,Computer science ,Gaussian blur ,ComputingMilieux_PERSONALCOMPUTING ,Estimator ,TheoryofComputation_GENERAL ,Function (mathematics) ,Strongly monotone ,symbols.namesake ,Control and Systems Engineering ,Nash equilibrium ,Optimization and Control (math.OC) ,symbols ,Electrical and electronic engineering [Engineering] ,FOS: Mathematics ,Graph (abstract data type) ,Nash Equilibrium Seeking ,Electrical and Electronic Engineering ,Constant (mathematics) ,Mathematics - Optimization and Control ,Gradient-Free Methods - Abstract
This paper studies an N-coalition non-cooperative game problem, where the players in the same coalition cooperatively minimize the sum of their local cost functions under a directed communication graph, while collectively acting as a virtual player to play a non-cooperative game with other coalitions. Moreover, it is assumed that the players have no access to the explicit functional form but only the function value of their local costs. To solve the problem, a discrete-time gradient-free Nash equilibrium seeking strategy, based on the gradient tracking method, is proposed. Specifically, a gradient estimator is developed locally based on Gaussian smoothing to estimate the partial gradients, and a gradient tracker is constructed locally to trace the average sum of the partial gradients among the players within the coalition. With a sufficiently small constant step-size, we show that all players’ actions approximately converge to the Nash equilibrium at a geometric rate under a strongly monotone game mapping condition. Numerical simulations are conducted to verify the effectiveness of the proposed algorithm. Ministry of Education (MOE) This research was supported by Singapore Ministry of Education Academic Research Fund Tier 1 RG180/17(2017-T1-002-158).
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- 2020
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43. Non-symmetric isogeometric FEM-BEM couplings
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Stefan Kurz, Christoph Erath, and Mehdi Elasmi
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65N12, 65N30, 65N38, 78M10, 78M15 ,Applied Mathematics ,Numerical analysis ,Disjoint sets ,Numerical Analysis (math.NA) ,Strongly monotone ,Lipschitz continuity ,Finite element method ,Computational Mathematics ,FOS: Mathematics ,Applied mathematics ,Mathematics - Numerical Analysis ,Boundary value problem ,Galerkin method ,Boundary element method ,Mathematics - Abstract
We present a coupling of the Finite Element and the Boundary Element Method in an isogeometric framework to approximate either two-dimensional Laplace interface problems or boundary value problems consisting of two disjoint domains. We consider the Finite Element Method in the bounded domains to simulate possibly non-linear materials. The Boundary Element Method is applied in unbounded or thin domains where the material behavior is linear. The isogeometric framework allows to combine different design and analysis tools: first, we consider the same type of NURBS parameterizations for an exact geometry representation and second, we use the numerical analysis for the Galerkin approximation. Moreover, it facilitates to perform h- and p-refinements. For the sake of analysis, we consider the framework of strongly monotone and Lipschitz continuous operators to ensure well-posedness of the coupled system. Furthermore, we provide a priori error estimates. We additionally show an improved convergence behavior for the errors in functionals of the solution that may double the rate under certain assumptions. Numerical examples conclude the work which illustrate the theoretical results.
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- 2020
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44. An hp-Adaptive Iterative Linearization Discontinuous-Galerkin FEM for Quasilinear Elliptic Boundary Value Problems
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Thomas P. Wihler, Paul Houston, Sherwin, Spencer J, Moxey, David, Peiró, Joaquim, Vincent, Peter E, and Schwab, Christoph
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Discretization ,010103 numerical & computational mathematics ,Strongly monotone ,01 natural sciences ,Elliptic boundary value problem ,Finite element method ,010101 applied mathematics ,510 Mathematics ,Linearization ,Discontinuous Galerkin method ,Applied mathematics ,A priori and a posteriori ,Boundary value problem ,0101 mathematics ,Mathematics - Abstract
In this article we consider the a posteriori error analysis of hp-version discontinuous Galerkin finite element methods for the numerical solution of a second-order quasilinear elliptic boundary value problem of strongly monotone type. In particular, we employ and analyze a practical solution scheme based on exploiting a discrete Kačanov iterative linearization. The resulting a posteriori error bound explicitly takes into account the three sources of error: discretization, linearization, and linear solver errors. Numerical experiments are presented to demonstrate the practical performance of the proposed hp-adaptive refinement strategy.
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- 2020
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45. On the convergence of adaptive iterative linearized Galerkin methods
- Author
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Thomas P. Wihler and Pascal Heid
- Subjects
Algebra and Number Theory ,Discretization ,Iterative method ,Numerical analysis ,Numerical Analysis (math.NA) ,010103 numerical & computational mathematics ,Strongly monotone ,01 natural sciences ,Finite element method ,010101 applied mathematics ,Computational Mathematics ,symbols.namesake ,510 Mathematics ,Linearization ,FOS: Mathematics ,symbols ,35J62, 47J25, 47H05, 47H10, 49M15, 65J15, 65N12, 65N30, 65N50 ,Applied mathematics ,Mathematics - Numerical Analysis ,0101 mathematics ,Galerkin method ,Newton's method ,Mathematics - Abstract
A wide variety of different (fixed-point) iterative methods for the solution of nonlinear equations exists. In this work we will revisit a unified iteration scheme in Hilbert spaces from our previous work [16] that covers some prominent procedures (including the Zarantonello, Kačanov and Newton iteration methods). In combination with appropriate discretization methods so-called (adaptive) iterative linearized Galerkin (ILG) schemes are obtained. The main purpose of this paper is the derivation of an abstract convergence theory for the unified ILG approach (based on general adaptive Galerkin discretization methods) proposed in [16]. The theoretical results will be tested and compared for the aforementioned three iterative linearization schemes in the context of adaptive finite element discretizations of strongly monotone stationary conservation laws.
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- 2020
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46. Learning generalized Nash equilibria in multi-agent dynamical systems via extremum seeking control
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Sergio Grammatico and Suad Krilašević
- Subjects
0209 industrial biotechnology ,Mathematical optimization ,Dynamical systems theory ,Computer science ,Control (management) ,02 engineering and technology ,Systems and Control (eess.SY) ,Electrical Engineering and Systems Science - Systems and Control ,symbols.namesake ,020901 industrial engineering & automation ,0203 mechanical engineering ,Generalized Nash equilibrium learning ,FOS: Electrical engineering, electronic engineering, information engineering ,FOS: Mathematics ,Electrical and Electronic Engineering ,Mathematics - Optimization and Control ,020301 aerospace & aeronautics ,Multi-agent system ,Multi-agent systems ,Function (mathematics) ,Extremum seeking control ,Strongly monotone ,Nonlinear system ,Control and Systems Engineering ,Nash equilibrium ,Optimization and Control (math.OC) ,symbols ,Wireless sensor network - Abstract
In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose semi-decentralized and distributed continuous-time solution algorithms that use regular projections and first-order information to compute a GNE with and without a central coordinator. As the second main contribution, we design a data-driven variant of the former semi-decentralized algorithm where each agent estimates their individual pseudogradient via zeroth-order information, namely, measurements of their individual cost function values, as typical of extremum seeking control. Third, we generalize our setup and results for multi-agent systems with nonlinear dynamics. Finally, we apply our methods to connectivity control in robotic sensor networks and almost-decentralized wind farm optimization.
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- 2020
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47. An existence-uniqueness theorem and alternating contraction projection methods for inverse variational inequalities
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Qiao-Li Dong and Songnian He
- Subjects
0211 other engineering and technologies ,Inverse ,Lipschitz continuous ,02 engineering and technology ,01 natural sciences ,Projection (linear algebra) ,90C25 ,Combinatorics ,symbols.namesake ,Discrete Mathematics and Combinatorics ,47J20 ,0101 mathematics ,Mathematics ,Variational inequality ,021103 operations research ,Inverse variational inequality ,Applied Mathematics ,Research ,lcsh:Mathematics ,Hilbert space ,90C30 ,90C52 ,Lipschitz continuity ,Strongly monotone ,lcsh:QA1-939 ,010101 applied mathematics ,Rate of convergence ,Uniqueness theorem for Poisson's equation ,symbols ,Analysis - Abstract
Let C be a nonempty closed convex subset of a real Hilbert space \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{H}$\end{document}H with inner product \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\langle \cdot , \cdot \rangle $\end{document}〈⋅,⋅〉, and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$f: \mathcal{H}\rightarrow \mathcal{H}$\end{document}f:H→H be a nonlinear operator. Consider the inverse variational inequality (in short, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\operatorname{IVI}(C,f)$\end{document}IVI(C,f)) problem of finding a point \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\xi ^{*}\in \mathcal{H}$\end{document}ξ∗∈H such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ f\bigl(\xi ^{*}\bigr)\in C, \quad \bigl\langle \xi ^{*}, v-f \bigl(\xi ^{*}\bigr)\bigr\rangle \geq 0, \quad \forall v\in C. $$\end{document}f(ξ∗)∈C,〈ξ∗,v−f(ξ∗)〉≥0,∀v∈C. In this paper, we prove that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\operatorname{IVI}(C,f)$\end{document}IVI(C,f) has a unique solution if f is Lipschitz continuous and strongly monotone, which essentially improves the relevant result in (Luo and Yang in Optim. Lett. 8:1261–1272, 2014). Based on this result, an iterative algorithm, named the alternating contraction projection method (ACPM), is proposed for solving Lipschitz continuous and strongly monotone inverse variational inequalities. The strong convergence of the ACPM is proved and the convergence rate estimate is obtained. Furthermore, for the case that the structure of C is very complex and the projection operator \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$P_{C}$\end{document}PC is difficult to calculate, we introduce the alternating contraction relaxation projection method (ACRPM) and prove its strong convergence. Some numerical experiments are provided to show the practicability and effectiveness of our algorithms. Our results in this paper extend and improve the related existing results.
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- 2018
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48. Neutral Difference System and its Nonoscillatory Solutions
- Author
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Jana Pasáčková
- Subjects
010101 applied mathematics ,Nonlinear system ,Property (philosophy) ,General Mathematics ,010102 general mathematics ,Applied mathematics ,0101 mathematics ,Type (model theory) ,Strongly monotone ,01 natural sciences ,Mathematics - Abstract
The paper deal with a system of four nonlinear difference equations where the first equation is of a neutral type. We present sufficient conditions for the system to have property B. This means that any nonoscillatory solution is either strongly monotone or a Kneser solution and in addition, these solutions satisfy special asymptotic properties.
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- 2018
- Full Text
- View/download PDF
49. Convergence theorems for split feasibility problems on a finite sum of monotone operators and a family of nonexpansive mappings
- Author
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Narin Petrot, Vahid Dadashi, and Montira Suwannaprapa
- Subjects
Inverse strongly monotone operator ,0211 other engineering and technologies ,Inverse ,Resolvent operator ,02 engineering and technology ,Fixed point ,01 natural sciences ,symbols.namesake ,Convergence (routing) ,Discrete Mathematics and Combinatorics ,0101 mathematics ,Mathematics ,Discrete mathematics ,021103 operations research ,Applied Mathematics ,Research ,47H04 ,lcsh:Mathematics ,54A20 ,Hilbert space ,Zero (complex analysis) ,Regular polygon ,Strongly monotone ,lcsh:QA1-939 ,010101 applied mathematics ,Convex feasibility problems ,Monotone polygon ,Maximal monotone operator ,26A18 ,symbols ,Analysis - Abstract
In this paper, we present two iterative algorithms for approximating a solution of the split feasibility problem on zeros of a sum of monotone operators and fixed points of a finite family of nonexpansive mappings. Weak and strong convergence theorems are proved in the framework of Hilbert spaces under some mild conditions. We apply the obtained main result for the problem of finding a common zero of the sum of inverse strongly monotone operators and maximal monotone operators, for finding a common zero of a finite family of maximal monotone operators, for finding a solution of multiple sets split common null point problem, and for finding a solution of multiple sets split convex feasibility problem. Some applications of the main results are also provided.
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- 2018
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50. A penalty approach for a box constrained variational inequality problem
- Author
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Zahira Kebaili and Djamel Benterki
- Subjects
Sequence ,021103 operations research ,media_common.quotation_subject ,010102 general mathematics ,0211 other engineering and technologies ,02 engineering and technology ,Function (mathematics) ,Strongly monotone ,Infinity ,01 natural sciences ,Term (time) ,Nonlinear system ,Variational inequality ,Applied mathematics ,0101 mathematics ,Mathematics ,media_common - Abstract
We propose a penalty approach for a box constrained variational inequality problem (BVIP). This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of BVIP when the function F involved is continuous and strongly monotone and the box C contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on some examples are satisfactory and confirm the theoretical approach.
- Published
- 2018
- Full Text
- View/download PDF
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