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Inertial Bregman Golden Ratio Algorithm for Solving Variational Inequalities
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In this paper, we study a modification of the Golden Ratio Algorithm
(GRAAL) for solving monotone variational inequalities. We present an
inertial Bregman modification of GRAAL for solving the aforementioned
problem. Our proposed algorithm contains the inertial technique, the
Bregman distance and a fully adaptive stepsize. We present a convergence
result when the cost operator is monotone and locally Lipschitz
continuous. Furthermore, we obtain the sublinear rate of convergence of
our proposed method. Finally, we present numerical experiments to
illustrate the applicability of our proposed method.
Title: Inertial Bregman Golden Ratio Algorithm for Solving Variational Inequalities
Description:
In this paper, we study a modification of the Golden Ratio Algorithm
(GRAAL) for solving monotone variational inequalities.
We present an
inertial Bregman modification of GRAAL for solving the aforementioned
problem.
Our proposed algorithm contains the inertial technique, the
Bregman distance and a fully adaptive stepsize.
We present a convergence
result when the cost operator is monotone and locally Lipschitz
continuous.
Furthermore, we obtain the sublinear rate of convergence of
our proposed method.
Finally, we present numerical experiments to
illustrate the applicability of our proposed method.
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