New subgradient extragradient methods for solving monotone bilevel equilibrium problems. (2nd November 2019)

• Record Type: Journal Article
• Authors: Anh, Pham Ngoc; An, Le Thi Hoai
• Is Part Of: Optimization. Volume 68:Number 11(2019)
• Page Start: 2099
• Page End: 2124
• Publication Date: 2019-11-02
• Subjects: Bilevel equilibrium problem -- Lipschitz-type condition -- monotone -- strongly monotone -- subgradient extragradient methods; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1656204
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: In this paper, we propose new subgradient extragradient methods for finding a solution of a strongly monotone equilibrium problem over the solution set of another monotone equilibrium problem which usually is called monotone bilevel equilibrium problem in Hilbert spaces. The first proposed algorithm is based on the subgradient extragradient method presented by Censor et al. [Censor Y, Gibali A, Reich S. The subgradient extragradient method for solving variational inequalities in Hilbert space. J Optim Theory Appl. 2011;148:318–335]. The strong convergence of the algorithm is established under monotone assumptions of the cost bifunctions with Lipschitz-type continuous conditions recently presented by Mastroeni in the auxiliary problem principle. We also present a modification of the algorithm for solving an equilibrium problem, where the constraint domain is the common solution set of another equilibrium problem and a fixed point problem. Several fundamental experiments are provided to illustrate the numerical behaviour of the algorithms and to compare with others.