On the strong convergence of a perturbed algorithm to the unique solution of a variational inequality problem
Ramzi May, Zahrah Bin Ali

TL;DR
This paper proves that a perturbed iterative algorithm converges strongly to the unique solution of a variational inequality problem in a Hilbert space, under certain conditions on the involved functions and sequences.
Contribution
It establishes strong convergence of a new perturbed algorithm for variational inequalities, extending and unifying previous results in the field.
Findings
Sequence converges strongly to the unique solution.
Conditions on functions and sequences ensure convergence.
The method generalizes existing algorithms.
Abstract
Let be a nonempty closed and convex subset of a real Hilbert space . is a nonexpansive mapping which has a least one fixed point. is a Lipschitzian function, and is a Lipschitzian and strongly monotone mapping. We prove, under appropriate conditions on the functions and , the control real sequences and and the error term that for any starting point in the sequence generated by the perturbed iterative process \[ x_{n+1}=\beta _{n}x_{n}+(1-\beta _{n})P_{Q}\left( \alpha _{n}f(x_{n})+(I-\alpha _{n}F)Tx_{n}+e_{n}\right) \] converges strongly to the unique solution of the variational inequality problem \[ \text{Find }q\in C\text{ such that }\langle F(q)-f(q),x-q\rangle \geq 0\text{ for all }x\in C \] where…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsOptimization and Variational Analysis · Advanced Optimization Algorithms Research · Mathematical Inequalities and Applications
