Bregman subgradient extragradient method with monotone self-adjustment stepsize for solving pseudo-monotone variational inequalities and fixed point problems
Lateef Olakunle Jolaoso, Maggie Aphane · Journal of Industrial and Management Optimization · 2020
Using the concept of Bregman divergence, we propose a new subgradient extragradient method for approximating a common solution of pseudo-monotone and Lipschitz continuous variational inequalities and fixed point problem in real Hilbert spaces. The algorithm uses a new self-adjustment rule for selecting the stepsize in each iteration and also, we prove a strong convergence result for the sequence generated by the algorithm without prior knowledge of the Lipschitz constant. Finally, we provide some numerical examples to illustrate the performance and accuracy of our algorithm in finite and infinite dimensional spaces.