Weak and Error-Bound Linear Convergence of a Safeguarded Anderson-Accelerated Subgradient Extragradient Method
We propose a safeguarded Anderson-accelerated subgradient extragradient method for variational inequalities in real Hilbert spaces. The method combines classical projection onto the feasible set with an explicit projection onto a supporting half space and finite memory Anderson correction. A self-adaptive step size with a summable additive recovery sequence is used without prior knowledge of the Lipschitz constant. Weak convergence is established under a solution-oriented condition that does not require monotonicity or pseudomonotonicity. Under a local projection-residual error bound, we obtain Q-linear convergence of the distance to the solution set and strong R-linear convergence of the iterates without assuming uniqueness. Numerical experiments on a dense nonlinear orthogonal transform variational inequality, and a dense nonlinear network consensus model illustrates the performance of the method.
Authors
- Virath Singh (ORCID: https://orcid.org/0000-0002-5794-5350)
- Austine Efut Ofem (ORCID: https://orcid.org/0000-0001-8064-2326)
- Adhir Maharaj
Institutions
- Tshwane University of Technology (ZA)
- Durban University of Technology (ZA)
- University of KwaZulu-Natal (ZA)
Publication Details
- Journal
- Mathematics
- Published
- 2026-10-08
- DOI
- https://doi.org/10.3390/math14193633
- Primary Topic
- Optimization and Variational Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00