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.
Similar content being viewed by others
References
Anh, P.N.: A new extragradient iteration algorithm for bilevel variational inequalities. Acta Math. Vietnam. 37, 95–107 (2012)
Anh, P.N.: An interior proximal method for solving pseudomonotone nonlipschitzian multivalued variational inequalities. Nonlinear Anal. Forum 14, 27–42 (2009)
Anh, P.N., Kim, J.K.: Outer approximation algorithms for pseudomonotone equilibrium problems. Comput. Math. Appl. 61, 2588–2595 (2011)
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)
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)
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)
Baiocchi, C., Capelo, A.C.: Variational and Quasivariational Inequalities: Applications to Free Boundary Problems. Wiley, New York (1984)
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)
Ceng, L.C., Yao, J.C.: Relaxed viscosity approximation methods for fixed point problems and variational inequality problems. Nonlinear Anal. 69, 3299–3309 (2008)
Daniele, P., Giannessi, F., Maugeri, A.: Equilibrium Problems and Variational Models. Kluwer Academic Publishers, Dordrecht (2003)
Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, New York (2003)
Fan, K.: A minimax inequality and applications. In: Shisha, O (ed.) Inequality III, pp 103–113. Academic Press, New York (1972)
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)
Glackin, J., Ecker, J.G., Kupferschmid, M.: Solving bilevel linear programs using multiple objective linear programming. J. Optim. Theory Appl. 140, 197–212 (2009)
Iiduka, H.: Strong convergence for an iterative method for the triple-hierarchical constrained optimization problem. Nonlinear Anal. 71, e1292–e1297 (2009)
Kalashnikov, V.V., Kalashinikova, N.I.: Solving two-level variational inequality. J. Glob. Optim. 8, 289–294 (1996)
Konnov, I.: Combined Relaxation Methods for Variational Inequalities. Springer, Berlin (2001)
Lu, X.W., Xu, H.K., Yin, X.M.: Hybrid methods for a class of monotone variational inequalities. Nonlinear Anal. 71, 1032–1041 (2009)
Luo, Z.-Q., Pang, J.-S., Ralph, D.: Mathematical Programs with Equilibrum Constraints. Cambridge University Press, Cambridge (1996)
Maingé, P.-E.: Strong convergence of projected subgradient methods for nonsmooth and nonstrictly convex minimization. Set-Valued Anal. 16, 899–912 (2008)
Maingé, P.-E.: Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints. Eur. J. Oper. Res. 205, 501–506 (2010)
Maingé, P.-E., Moudafi, A.: Strong convergence of an iterative method for hierarchical fixed-point problems. Pac. J. Optim. 3, 529–538 (2007)
Moudafi, A.: Proximal methods for a class of bilevel monotone equilibrium problems. J. Glob. Optim. 47, 287–292 (2010)
Sabharwal, A., Potter, L.C.: Convexly constrained linear inverse problems: iterative least-squares and regularization. IEEE Trans. Signal Process. 46, 2345–2352 (1998)
Solodov, M.: An explicit descent method for bilevel convex optimization. J. Convex Anal. 14, 227–237 (2007)
Quoc, T.D., Anh, P.N., Muu, L.D.: Dual extragradient algorithms extended to equilibrium problems. J. Glob. Optim. 52, 139–159 (2012)
Quoc, T.D., Muu, L.D., Hien, N.V: Extragradient algorithms extended to equilibrium problems. Optimization 57, 749–776 (2008)
Trujillo-Cortez, R., Zlobec, S.: Bilevel convex programming models. Optimization 58, 1009–1028 (2009)
Xu, H.-K.: Viscosity method for hierarchical fixed point approach to variational inequalities. Taiwan. J. Math. 14, 463–478 (2010)
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)
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)
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
Corresponding author
Rights and permissions
About this article
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
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10013-017-0253-z