Extension of forward-reflected-backward method to non-convex mixed variational inequalities
Chinedu Izuchukwu (),
Yekini Shehu () and
Chibueze C. Okeke ()
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Chinedu Izuchukwu: University of the Witwatersrand
Yekini Shehu: Zhejiang Normal University
Chibueze C. Okeke: University of the Witwatersrand
Journal of Global Optimization, 2023, vol. 86, issue 1, No 6, 123-140
Abstract:
Abstract This paper presents a modification of a recently studied forward-reflected-backward splitting method to solve non-convex mixed variational inequalities. We give global convergence results and nonasymptotic O(1/k) rate of convergence of the proposed method under some appropriate conditions and present some numerical illustrations, one of which is derived from oligopolistic equilibrium problems, to show the efficiency of our proposed method.
Keywords: Non-convex variational inequalities; Forward-reflected-backward splitting; Proximal point algorithms; 90C25; 90C30; 90C60; 68Q25; 49M25; 90C22 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10898-022-01253-w
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