Novel projected gradient methods for solving pseudomontone variational inequality problems with applications to optimal control problems

In this paper, we consider the projected gradient method for solving strongly pseudo-monotone, Lipschitz continuous variational inequalities in Hilbert spaces. Under strong pseudomonotonicity and Lipschitz continuity hypotheses, we prove the sequence generated by the proposed algorithms converges to the unique solution of VIs with an $ R $-linear rate without the prior knowledge of the Lipschitz constant of the variational inequality mapping. Moreover, the self-adaptive step size in the algorithms is bounded from below by a positive number this has not been studied before for the projected gradient method. Some numerical result applications in optimal control problems are provided to demonstrate the advantages and efficiency of the proposed algorithms over some existing results.

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Publication Details

Journal
Journal of Industrial and Management Optimization
Published
2024-09-26
DOI
https://doi.org/10.3934/jimo.2024129
Citations
1
Primary Topic
Optimization and Variational Analysis
Type
article
Field-Weighted Citation Impact
0.36
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article

Novel projected gradient methods for solving pseudomontone variational inequality problems with applications to optimal control problems

Dung Vu Tien, Thong Duong Viet, Hoang Van Thang, Long Luong Van
1 citations
Journal of Industrial and Management Optimization
Optimization and Variational Analysis
0.36
article

Novel projected gradient methods for solving pseudomontone variational inequality problems with applications to optimal control problems

Dung Vu Tien, Thong Duong Viet, Hoang Van Thang, Long Luong Van
article en
1 citations

Abstract

In this paper, we consider the projected gradient method for solving strongly pseudo-monotone, Lipschitz continuous variational inequalities in Hilbert spaces. Under strong pseudomonotonicity and Lipschitz continuity hypotheses, we prove the sequence generated by the proposed algorithms converges to the unique solution of VIs with an $ R $-linear rate without the prior knowledge of the Lipschitz constant of the variational inequality mapping. Moreover, the self-adaptive step size in the algorithms is bounded from below by a positive number this has not been studied before for the projected gradient method. Some numerical result applications in optimal control problems are provided to demonstrate the advantages and efficiency of the proposed algorithms over some existing results.

Journal of Industrial and Management OptimizationVol. 21(2)
National Economics University (VN), Vietnam National University, Hanoi (VN)
Reduced inequalities
Openalex Percentile: Top 36%
Optimization and Variational Analysis
0.36
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