Convergence analysis for pseudo-monotone variational inequality problem involving projections onto a moving ball
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866912574303371264 |
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| author | Singh, Watanjeet Chandok, Sumit |
| author_facet | Singh, Watanjeet Chandok, Sumit |
| contents | This paper presents an iterative scheme that converges to the solution of a pseudo-monotone variational inequality problem in the setting of $\mathbb{R}^{n}$. Traditional methods often require projections onto the feasible set $\mathfrak{C}$ or onto a half-space containing $\mathfrak{C}$. However, computing projections onto a complicated feasible set can be difficult, and projections onto a half-space may fall outside $\mathfrak{C}$. Keeping this in mind, we aim to develop an iterative scheme that projects onto a ball that is contained in a feasible set and has an explicit expression. Our iterative scheme does not require prior knowledge of the Lipschitz constant of the cost operator. Finally, we provide some numerical experiments to show the effectiveness of our algorithm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_05589 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Convergence analysis for pseudo-monotone variational inequality problem involving projections onto a moving ball Singh, Watanjeet Chandok, Sumit Optimization and Control Functional Analysis 47H05, 47J20, 47J25, 65K15 This paper presents an iterative scheme that converges to the solution of a pseudo-monotone variational inequality problem in the setting of $\mathbb{R}^{n}$. Traditional methods often require projections onto the feasible set $\mathfrak{C}$ or onto a half-space containing $\mathfrak{C}$. However, computing projections onto a complicated feasible set can be difficult, and projections onto a half-space may fall outside $\mathfrak{C}$. Keeping this in mind, we aim to develop an iterative scheme that projects onto a ball that is contained in a feasible set and has an explicit expression. Our iterative scheme does not require prior knowledge of the Lipschitz constant of the cost operator. Finally, we provide some numerical experiments to show the effectiveness of our algorithm. |
| title | Convergence analysis for pseudo-monotone variational inequality problem involving projections onto a moving ball |
| topic | Optimization and Control Functional Analysis 47H05, 47J20, 47J25, 65K15 |
| url | https://arxiv.org/abs/2509.05589 |