On circumcentered direct methods for monotone variational inequality problems
Fuente:
arXiv
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915782733070336 |
|---|---|
| author | Behling, Roger Bello-Cruz, Yunier Iusem, Alfredo Liu, Di Santos, Luiz-Rafael |
| author_facet | Behling, Roger Bello-Cruz, Yunier Iusem, Alfredo Liu, Di Santos, Luiz-Rafael |
| contents | Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational inequality problems involving two classes of operators: paramonotone and monotone. Both schemes rely on approximate projections onto separating halfspaces, thereby avoiding computationally expensive exact projections. We establish convergence results for both methods and conduct numerical experiments, demonstrating that the proposed algorithms outperform classical methods, such as the extragradient algorithm, by orders of magnitude in terms of computational time, particularly when the feasible set is a complex intersection of convex sets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_17814 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On circumcentered direct methods for monotone variational inequality problems Behling, Roger Bello-Cruz, Yunier Iusem, Alfredo Liu, Di Santos, Luiz-Rafael Optimization and Control 49J40, 65K10, 65K15, 90C25, 90C33 Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational inequality problems involving two classes of operators: paramonotone and monotone. Both schemes rely on approximate projections onto separating halfspaces, thereby avoiding computationally expensive exact projections. We establish convergence results for both methods and conduct numerical experiments, demonstrating that the proposed algorithms outperform classical methods, such as the extragradient algorithm, by orders of magnitude in terms of computational time, particularly when the feasible set is a complex intersection of convex sets. |
| title | On circumcentered direct methods for monotone variational inequality problems |
| topic | Optimization and Control 49J40, 65K10, 65K15, 90C25, 90C33 |
| url | https://arxiv.org/abs/2506.17814 |