Mirror-prox sliding methods for solving a class of monotone variational inequalities

In this paper we propose new algorithms for solving a class of structured monotone variational inequality (VI) problems over compact feasible sets. By identifying the gradient components existing in the operator of VI, we show that it is possible to skip computations of the gradients from time to time, while still maintaining the optimal iteration … Read more

Exact computation of an error bound for a generalized linear complementarity problem with unique solution

This paper considers a generalized form of the standard linear complementarity problem with unique solution and provides a more precise expression of an upper error bound discovered by Chen and Xiang in 2006. This expression has at least two advantages. It makes possible the exact computation of the error bound factor and it provides a … Read more

MPCC Strategies for Nonsmooth NLPs

This paper develops solution strategies for large-scale nonsmooth optimization problems. We transform nonsmooth programs into equivalent mathematical programs with complementarity constraints (MPCCs), and then employ NLP-based strategies for their so- lution. For this purpose, two NLP formulations based on complementarity relaxations are put forward, one of which applies a parameterized formulation and operates with a … Read more

A Penalty Branch-and-Bound Method for Mixed-Binary Linear Complementarity Problems

Linear complementarity problems (LCPs) are an important modeling tool for many practically relevant situations but also have many important applications in mathematics itself. Although the continuous version of the problem is extremely well studied, much less is known about mixed-integer LCPs (MILCPs) in which some variables have to be integer-valued in a solution. In particular, … Read more

Different discretization techniques for solving optimal control problems with control complementarity constraints

There are first-optimize-then-discretize (indirect) and first-discretize-then-optimize (direct) methods to deal with infinite dimensional optimal problems numerically by use of finite element methods. Generally, both discretization techniques lead to different structures. Regarding the indirect method, one derives optimality conditions of the considered infinite dimensional problems in appropriate function spaces firstly and then discretizes them into suitable … Read more

VARIATIONAL INEQUALITIES GOVERNED BY STRONGLY PSEUDOMONOTONE VECTOR FIELDS ON HADAMARD MANIFOLDS

We consider variational inequalities governed by strongly pseudomonotone vec- tor fields on Hadamard manifolds. The existence and uniqueness results of the solution, linear convergence, error estimates and finite convergence for sequences generated by a mod- ified projection method for solving variational inequalities are investigated. Some examples and numerical experiments are also given to illustrate our … Read more

Design of Poisoning Attacks on Linear Regression Using Bilevel Optimization

Poisoning attack is one of the attack types commonly studied in the field of adversarial machine learning. The adversary generating poison attacks is assumed to have access to the training process of a machine learning algorithm and aims to prevent the algorithm from functioning properly by injecting manipulative data while the algorithm is being trained. … Read more

On the Weak and Strong Convergence of a Conceptual Algorithm for Solving Three Operator Monotone Inclusions

In this paper, a conceptual algorithm modifying the forward-backward-half-forward (FBHF) splitting method for solving three operator monotone inclusion problems is investigated. The FBHF splitting method adjusts and improves Tseng’s forward-backward-forward (FBF) split- ting method when the inclusion problem has a third-part operator that is cocoercive. The FBHF method recovers the FBF iteration (when this aforementioned … Read more

Stability Analysis of Discrete-Time Linear Complementarity Systems

A Discrete-Time Linear Complementarity System (DLCS) is a dynamical system in discrete time whose state evolution is governed by linear dynamics in states and algebraic variables that solve a Linear Complementarity Problem (LCP). A DLCS is the hybrid dynamical system that is the discrete-time counterpart of the well-known Linear Complementarity System (LCS). We derive sufficient … Read more

Convergence Rate of an Inertial Extragradient Method for Strongly Pseudomonotone Equilibrium Problems in Hilbert Spaces

In this work, we establish the $R$-linear convergence rate of the inertial extragradient method for solving strongly pseudo-monotone equilibrium problems with a new self adaptive step-size. The linear convergence rate of the proposed methods is obtained without the prior knowledge of the Lipschitz-type constants of the bifunction. We also discuss the application of the obtained … Read more