Skip to main content
Log in

A generalized extragradient method for variational inequalities of the second kind

  • Published:
Computational and Applied Mathematics Aims and scope Submit manuscript

Abstract

We formulate and analyze a generalized extragradient method for the iterative solution of variational inequalities of the second kind of the form \(f(u)+\partial \phi (u)\ni 0\), where f is a monotone Lipschitz continuous function and \(\phi :H\mapsto (-\infty ,\infty ]\) is a proper lower semi-continuous convex function defined on a Hilbert space. An illustrative example is included in the paper.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
€32.70 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (France)

Instant access to the full article PDF.

Similar content being viewed by others

Availability of data and materials

Not applicable.

References

  • Alakoya TO, Mewomo OT (2023) S-iteration inertial subgradient extragradient method for variational inequality and fixed point problems. Optimization. https://doi.org/10.1080/02331934.2023.2168482

    Article  Google Scholar 

  • Alakoya TO, Uzor VA, Mewomo OT (2023) A new projection and contraction method for solving split monotone variational inclusion, pseudomonotone variational inequality, and common fixed point problems. Comput Appl Math 42:3

    MathSciNet  Google Scholar 

  • Badea L (2019) On the convergence of a multigrid method for Moreau-regularized variational inequalities of the second kind. Adv Comput Math 45:2807–2832

    MathSciNet  Google Scholar 

  • Badea L (2022) On the resolution of the variational inequalities of the first and the second kind as equations obtained by explicit Moreau-Yosida regularizations. Appl Math Optim 86:17

    MathSciNet  Google Scholar 

  • Badriev IB, Zadvornov OA, Ismagilov LN (2003) On iterative regularization methods for variational inequalities of the second kind with pseudomonotone operators. Comput Methods Appl Math 2:223–234

    MathSciNet  Google Scholar 

  • Baiocchi CA, Capelo A (1984) Variational and quasivariational inequalities: applications to free boundary problems. Wiley, New York

    Google Scholar 

  • Bnouhachem A, Noor MA, Hao Z (2009) Some new extragradient iterative methods for variational inequalities. Nonlinear Anal 70:1321–1329

    MathSciNet  Google Scholar 

  • Cegielsk A, Gibali A, Reich S, Zalas R (2020) Outer approximation methods for solving variational inequalities defined over the solution set of a split convex feasibility problem. Numer Funct Anal Optim 41:1089–1108

    MathSciNet  Google Scholar 

  • Censor Y, Gibali A, Reich S (2001) The subgradient extragradient method for solving variational inequalities in Hilbert space. J Optim Theory Appl 148:318–335

    MathSciNet  Google Scholar 

  • Censor Y, Gibalii A, Reich S (2011) Strong convergence of subgradient extragradient methods for the variational inequality problem in Hilbert space. Optim Methods Softw 26:827–845

    MathSciNet  Google Scholar 

  • Censor Y, Gibali A, Reich S (2012) Extensions of Korpelevich’s extragradient method for the variational inequality problem in Euclidean space. Optimization 61:1119–1132

    MathSciNet  Google Scholar 

  • Chierchia G, Pustelnik N, Pesquet JC, Pesquet-Popescu B (2015) Epigraphical projection and proximal tools for solving constrained convex optimization problems. Signal, Image Video Process 9:1737–1749

    Google Scholar 

  • Chipot M (1984) Variational inequalities and flow in porous media. Springer Verlag, New York

    Google Scholar 

  • Cottle RW, Gianessi F, Lions JL (1980) Variational inequalities and complementarity problems: theory and applications. Wiley, New York

    Google Scholar 

  • De Los Reyes JC (2011) A duality based semismooth Newton framework for solving variational inequalities of the second kind. Interfaces Free Bound 13:437–462

    MathSciNet  Google Scholar 

  • Ding R, Wang Y, Shen Q (2019) Convergence analysis and error estimates of the element-free Galerkin method for the second kind of elliptic variational inequalities. Comput Math Appl 78:2584–2592

    MathSciNet  Google Scholar 

  • Donga QL, Gibali A, Jianga D (2018) A modified subgradient extragradient method for solving the variational inequality problem. Numer Algorithms 79:927–940

    MathSciNet  Google Scholar 

  • Duvuat G, Lions JL (1976) Inequalities in physics and mechanics. Springer-Verlag, Berlin

    Google Scholar 

  • Gfrerer H, Outrata JV, Valdman J (2022) On the application of the SCD semismooth Newton method to variational inequalities of the second kind. Set-Valued Variat Anal 30:1453–1484

    MathSciNet  Google Scholar 

  • Gibali A, Jolaoso LO, Mewomo OT, Taiwo A (2020) Fast and simple Bregman projection methods for solving variational inequalities and related problems in Banach spaces. Results Math 75:179

    MathSciNet  Google Scholar 

  • Glowinski R (1984) Numerical methods for nonlinear variational problems. Springer-Verlag, New York

    Google Scholar 

  • Glowinski R, Lions JL, Trémolières R (1981) Numerical analysis of variational inequalities. North-Holland, Amsterdam

    Google Scholar 

  • González-Andrade S (2017) A preconditioned descent algorithm for variational inequalities of the second kind involving the p-Laplacian operator. Comput Optim Appl 66:123–162

    MathSciNet  Google Scholar 

  • Han W, Reddy BD (1999) Plasticity: mathematical theory and numerical analysis. Springer-Verlag, New York

    Google Scholar 

  • Harker PT, Pang JS (1990) Finite dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications. Math Program 48:161–220

    MathSciNet  Google Scholar 

  • Korpelevich GM (1976) The extragradient method for finding saddle points and other problems. Ekonomika i Matematicheskie Metody 12:747–756

    MathSciNet  Google Scholar 

  • Minty GJ (1962) Monotone (nonlinear) operators in Hilbert space. Duke Math J 29:341–346

    MathSciNet  Google Scholar 

  • Minty GJ (1964) On the monotonicity of the gradient of a convex function. Pac J Math 14:243–247

    MathSciNet  Google Scholar 

  • Ogwo GN, Izuchukwu C, Mewomo OT (2022) Relaxed inertial methods for solving split variational inequality problems without product space formulation. Acta Mathematica Scientia 42:1701–1733

    MathSciNet  Google Scholar 

  • Panagiotopoulos PD (1985) Inequality problems in mechanics and applications. Birkhaüser, Boston

    Google Scholar 

  • Parikh MN, Boyd S (2013) Proximal algorithms. Found Trends Optim 1:123–231

    Google Scholar 

  • Rockafellar R (1970) Convex analysis. Princeton University Press, New Jersey

    Google Scholar 

  • Rockafellar R (1970) On the maximality of sums of nonlinear monotone operators. Trans Am Math Soc 149:75–88

    MathSciNet  Google Scholar 

  • Stampacchia G (1964) Formes bilineares coercitives sur les ensembles convexes. Comptes Rendus del L’Academie des Science de Paris 258:4413–4416

    Google Scholar 

  • Takahash W, Toyoda M (2003) Weak convergence theorems for nonexpansive mappings and monotone mappings. J Optim Theory Appl 18:1375–1384

    MathSciNet  Google Scholar 

  • Tan B, Li S (2022) Modified inertial projection and contraction algorithms with non-monotonic step sizes for solving variational inequalities and their applications. Optimization 10(1080/02331934):2123705

    Google Scholar 

  • Tan B, Qin X, Yao JC (2021) Two modified inertial projection algorithms for bilevel pseudomonotone variational inequalities with applications to optimal control problems. Numer Algorithms 88:1757–1786

    MathSciNet  Google Scholar 

  • Tarafdar E (1977) On nonlinear variational inequalities. Proc Am Math Soc 67:95–98

    MathSciNet  Google Scholar 

  • Uko LU (1992) On a class of general strongly nonlinear quasivariational inequalities. Rivista di Matematica Pura ed Applicata 11:47–55

    MathSciNet  Google Scholar 

  • Uko LU (1993) Remarks on the generalized Newton method. Math Program 59:405–412

    MathSciNet  Google Scholar 

  • Uko LU (1996) Generalized equations and the generalized Newton method. Math Program 73:251–268

    MathSciNet  Google Scholar 

  • Uko LU, Argyros IK (2009) Generalized equations, variational inequalities and a weak Kantorovich theorem. Numer Algorithms 52:321–333

    MathSciNet  ADS  Google Scholar 

  • Wang PW, Wytock M, Kolter Z (2016) Epigraph projections for fast general convex programming. Proc Mach Learn Res 48:2868–2877

    Google Scholar 

Download references

Acknowledgements

The author is grateful to the anonymous referees for their suggestions which improved the content and presentation of the paper.

Funding

Not applicable. No funding was received for this work.

Author information

Authors and Affiliations

Authors

Contributions

Not applicable, since there is only one author.

Corresponding author

Correspondence to Livinus U. Uko.

Ethics declarations

Conflict of interest

There are no competing interests in this work.

Ethical approval

Not applicable.

Consent to participate

Not applicable

Consent to publish

Not applicable

Code availability

The code used for the illustrative example was written in Scilab, and is available to the reviewers upon request.

Additional information

Communicated by Orizon Pereira Ferreira.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Uko, L.U. A generalized extragradient method for variational inequalities of the second kind. Comp. Appl. Math. 43, 2 (2024). https://doi.org/10.1007/s40314-023-02499-0

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s40314-023-02499-0

Keywords

Mathematics Subject Classification

Navigation