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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2019 Volume 22, Number 2, Pages 201–211 (Mi sjvm710)

This article is cited in 1 paper

An adaptive analog of Nesterov's method for variational inequalities with a strongly monotone operator

F. S. Stonyakin

Vernadsky Crimean Federal University, pr. Vernadskogo 4, Simferopol, 295007 Russia

Abstract: An adaptive analog of the Nesterov method for variational inequalities with a strongly monotone operator is proposed. The main idea of the method proposed is the adaptive choice of constants in maximized concave functional at each iteration. In this case there is no need in specifying an exact value of this constant, because the method proposed makes possible to find a suitable constant at each iteration. Some estimates for the parameters determining the quality of the solution of the variational inequality depending on the number of iterations have been obtained.

Key words: variational inequality, strongly monotone operator, adaptive method, Lipschitz condition, solution quality.

UDC: 519.8

Received: 17.01.2018
Revised: 15.11.2018
Accepted: 21.01.2019

DOI: 10.15372/SJNM20190206


 English version:
Numerical Analysis and Applications, 2019, 12:2, 166–175

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