Skip to main content
Log in

Strong Convergence Theorem for the Lexicographic Ky Fan Inequality

  • Published:
Vietnam Journal of Mathematics Aims and scope Submit manuscript

Abstract

In this paper, building upon subgradient techniques and viscosity-type approximations, we propose a simple projection algorithm for solving the lexicographic Ky Fan inequality in a real Hilbert space, where the lower level is a variational inequality problem. By choosing suitable regularization parameters, a strong convergence of the proposed algorithm is established under mild assumptions imposed on the cost function. Some simple numerical examples are given to illustrate the performance of the proposed algorithm.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Anh, P.N.: A new extragradient iteration algorithm for bilevel variational inequalities. Acta Math. Vietnam. 37, 95–107 (2012)

    MathSciNet  MATH  Google Scholar 

  2. Anh, P.N.: An interior proximal method for solving pseudomonotone nonlipschitzian multivalued variational inequalities. Nonlinear Anal. Forum 14, 27–42 (2009)

    MathSciNet  MATH  Google Scholar 

  3. Anh, P.N., Kim, J.K.: Outer approximation algorithms for pseudomonotone equilibrium problems. Comput. Math. Appl. 61, 2588–2595 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  4. Anh, P.N., Kim, J.K., Muu, L.D.: An extragradient algorithm for solving bilevel pseudomonotone variational inequalities. J. Glob. Optim. 52, 627–639 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  5. Anh, P.N., Muu, L.D., Strodiot, J.J.: Generalized projection method for non-Lipschitz multivalued monotone variational inequalities. Acta Math. Vietnam. 34, 67–79 (2009)

    MathSciNet  MATH  Google Scholar 

  6. Anh, P.N., Muu, L.D., Hien, N.V., Strodiot, J.J.: Using the Banach contraction principle to implement the proximal point method for multivalued monotone variational inequalities. J. Optim. Theory Appl. 124, 285–306 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  7. Baiocchi, C., Capelo, A.C.: Variational and Quasivariational Inequalities: Applications to Free Boundary Problems. Wiley, New York (1984)

    MATH  Google Scholar 

  8. Ceng, L.C., Cubiotti, P., Yao, J.C.: An implicit iterative scheme for monotone variational inequalities and fixed point problems. Nonlinear Anal. 69, 2445–2457 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  9. Ceng, L.C., Yao, J.C.: Relaxed viscosity approximation methods for fixed point problems and variational inequality problems. Nonlinear Anal. 69, 3299–3309 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Daniele, P., Giannessi, F., Maugeri, A.: Equilibrium Problems and Variational Models. Kluwer Academic Publishers, Dordrecht (2003)

    Book  MATH  Google Scholar 

  11. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, New York (2003)

    MATH  Google Scholar 

  12. Fan, K.: A minimax inequality and applications. In: Shisha, O (ed.) Inequality III, pp 103–113. Academic Press, New York (1972)

    Google Scholar 

  13. Gao, X.-B., Liao, L.-Z., Qi, L.: A novel neural network for variational inequalities with linear and nonlinear constraints. IEEE Trans. Neural Netw. 16, 1305–1317 (2005)

    Article  Google Scholar 

  14. Glackin, J., Ecker, J.G., Kupferschmid, M.: Solving bilevel linear programs using multiple objective linear programming. J. Optim. Theory Appl. 140, 197–212 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  15. Iiduka, H.: Strong convergence for an iterative method for the triple-hierarchical constrained optimization problem. Nonlinear Anal. 71, e1292–e1297 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  16. Kalashnikov, V.V., Kalashinikova, N.I.: Solving two-level variational inequality. J. Glob. Optim. 8, 289–294 (1996)

    Article  MathSciNet  Google Scholar 

  17. Konnov, I.: Combined Relaxation Methods for Variational Inequalities. Springer, Berlin (2001)

    Book  MATH  Google Scholar 

  18. Lu, X.W., Xu, H.K., Yin, X.M.: Hybrid methods for a class of monotone variational inequalities. Nonlinear Anal. 71, 1032–1041 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  19. Luo, Z.-Q., Pang, J.-S., Ralph, D.: Mathematical Programs with Equilibrum Constraints. Cambridge University Press, Cambridge (1996)

    Book  Google Scholar 

  20. Maingé, P.-E.: Strong convergence of projected subgradient methods for nonsmooth and nonstrictly convex minimization. Set-Valued Anal. 16, 899–912 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  21. Maingé, P.-E.: Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints. Eur. J. Oper. Res. 205, 501–506 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  22. Maingé, P.-E., Moudafi, A.: Strong convergence of an iterative method for hierarchical fixed-point problems. Pac. J. Optim. 3, 529–538 (2007)

    MathSciNet  MATH  Google Scholar 

  23. Moudafi, A.: Proximal methods for a class of bilevel monotone equilibrium problems. J. Glob. Optim. 47, 287–292 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  24. Sabharwal, A., Potter, L.C.: Convexly constrained linear inverse problems: iterative least-squares and regularization. IEEE Trans. Signal Process. 46, 2345–2352 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  25. Solodov, M.: An explicit descent method for bilevel convex optimization. J. Convex Anal. 14, 227–237 (2007)

    MathSciNet  MATH  Google Scholar 

  26. Quoc, T.D., Anh, P.N., Muu, L.D.: Dual extragradient algorithms extended to equilibrium problems. J. Glob. Optim. 52, 139–159 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  27. Quoc, T.D., Muu, L.D., Hien, N.V: Extragradient algorithms extended to equilibrium problems. Optimization 57, 749–776 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  28. Trujillo-Cortez, R., Zlobec, S.: Bilevel convex programming models. Optimization 58, 1009–1028 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  29. Xu, H.-K.: Viscosity method for hierarchical fixed point approach to variational inequalities. Taiwan. J. Math. 14, 463–478 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  30. Xu, M.H., Li, M., Yang, C.C.: Neural networks for a class of bi-level variational inequalities. J. Glob. Optim. 44, 535–552 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  31. Yao, Y., Marino, G., Muglia, L.: A modified Korpelevich’s method convergent to the minimum-norm solution of a variational inequality. Optimization 63, 559–569 (2014)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant number “101.02-2017.15”.

We are very grateful to two anonymous referees for their really helpful and constructive comments that helped us very much in improving the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Pham N. Anh.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Anh, P.N., Thuy, L.Q. & Anh, T.T.H. Strong Convergence Theorem for the Lexicographic Ky Fan Inequality. Vietnam J. Math. 46, 517–530 (2018). https://doi.org/10.1007/s10013-017-0253-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10013-017-0253-z

Keywords

Mathematics Subject Classification (2010)

Navigation