1. A Golden Ratio Algorithm With Backward Inertial Step For Variational Inequalities.
- Author
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Izuchukwu, Chinedu and Shehu, Yekini
- Subjects
- *
GOLDEN ratio , *HILBERT space , *ALGORITHMS , *RATIO analysis , *LITERATURE , *VARIATIONAL inequalities (Mathematics) - Abstract
In this paper we study the convergence analysis of a Golden Ratio Algorithm with a backward inertial step and a fully adaptive step size procedure for the purpose of approximating solutions of variational inequalities in Hilbert spaces. We present a weak convergence result when the operator is quasi-monotone and locally Lipschitz continuous, and a strong convergence result in the setting of strong pseudo-monotonicity. Our algorithm features one operator evaluation and one projection computation at the current iteration. We recover interesting algorithms in the literature, for instance, the Golden Ratio Algorithm. Numerical experiments were conducted to validate the theoretical convergence analysis. • Golden Ratio Algorithm with a backward inertial step and a fully adaptive step size procedure for approximating solutions of variational inequalities in Hilbert spaces is proposed; • The adaptive step sizes are full adapative, contrary to restrictive non-increasing self-adaptive step sizes that have appeared in the literature; • Weak convergence result is given when the underline operator is quasi-monotone and locally Lipschitz continuous; • Strong convergence result is obtained when the underline operator is strongly pseudo-monotone and Lipschitz continuous; • Numerical experiments are conducted to showcase the superiority of our proposed approach over several related methods documented in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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