Weak convergence of explicit extragradient algorithms for solving equilibirum problems

Abstract This paper aims to propose two new algorithms that are developed by implementing inertial and subgradient techniques to solve the problem of pseudomonotone equilibrium problems. The weak convergence of these algorithms is well established based on standard assumptions of a cost bi-function....

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Bibliographic Details
Main Authors: Habib ur Rehman, Poom Kumam, Yeol Je Cho, Pasakorn Yordsorn
Format: Article
Language:English
Published: SpringerOpen 2019-11-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-019-2233-1
Description
Summary:Abstract This paper aims to propose two new algorithms that are developed by implementing inertial and subgradient techniques to solve the problem of pseudomonotone equilibrium problems. The weak convergence of these algorithms is well established based on standard assumptions of a cost bi-function. The advantage of these algorithms was that they did not need a line search procedure or any information on Lipschitz-type bifunction constants for step-size evaluation. A practical explanation for this is that they use a sequence of step-sizes that are updated at each iteration based on some previous iterations. For numerical examples, we discuss two well-known equilibrium models that assist our well-established convergence results, and we see that the suggested algorithm has a competitive advantage over time of execution and the number of iterations.
ISSN:1029-242X