An extragradient algorithm for solving bilevel pseudomonotone variational inequalities

We present an extragradient-type algorithm for solving bilevel pseudomonone variational inequalities. The proposed algorithm uses simple projection sequences. Under mild conditions, the convergence of the iteration sequences generated by the algorithm is obtained.

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Bibliographic Details
Published inJournal of global optimization Vol. 52; no. 3; pp. 627 - 639
Main Authors Anh, P. N., Kim, J. K., Muu, L. D.
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.03.2012
Springer Nature B.V
Subjects
Algorithms
Computer Science
Convergence
Equilibrium
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Real Functions
Regularization methods
Studies
Bilevel variational inequality
Global convergence
Extragradient algorithm
90 C25
Pseudomonotonicity
65 K10
Lipschitz continuity
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Summary:We present an extragradient-type algorithm for solving bilevel pseudomonone variational inequalities. The proposed algorithm uses simple projection sequences. Under mild conditions, the convergence of the iteration sequences generated by the algorithm is obtained.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-012-9870-y