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Seminario Científico del Grupo de Aproximación

mayo 16, 2015

El Grupo de Aproximación anuncia su primera jornada científica del próximo curso escolar (2015-2016) en la semana del 31 de agosto al 5 de septiembre.  Dicha jornada se inaugurará a las 10am del 31 de agosto en el Aula 5 de la Facultad de Matemática y Computación de la Universidad de La Habana, con la charla “On Polar Legendre Polynomials” impartida por el Prof. Dr. Yunier Bello de la Universidad Federal de Goias.

Tendrá lugar en fecha posterior el Seminario:

“Conditional extragradient algorithms for variational inequalities” 
Seminario del Grupo de Investigaciones “Optimizacion”
Fecha: 31 Agosto 2015

Information

“Conditional extragradient algorithms for variational inequalities”

Abstract

In this talk, we generalize the classical extragradient algorithm for solving variational inequality problems by utilizing non-nullnormal vectors of the feasible set. In particular, two conceptual algorithms are proposed and each of them has three different variants whichare related to modified extragradient algorithms. ..Our analysis contains twomain parts: The first part contains two different linesearches, one on theboundary of the feasible set and the other one along the feasibledirection. The linesearches allow us to find suitable halfspaces containingthe solution set of the problem. By using non-null normal vectors of the feasible set, these linesearches can potentially accelerate theconvergence. If all normal vectors are chosen as zero, then some of thesevariants reduce to several well-known projection methods proposed in theliterature for solving the variational inequality problem. The second partconsists of three special projection steps, generating three sequences with different interesting features. Convergence analysis of both conceptualalgorithms is established, assuming existence of solutions, continuity anda weaker condition than pseudomonotonicity on the operator. Examples, oneach variant, show that the modifications proposed here perform better thanprevious classical variants. These results suggest that our scheme maysignificantly improve the extragradient variants.

Dr. José Yunier Bello Cruz Assistant Professor at UFG

Fecha: 31 de Agosto del 2015

 

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