Abstract
The paper introduces an inertial extragradient subgradient method with self-adaptive step sizes for solving equilibrium problems in real Hilbert spaces. Weak convergence of the proposed method is obtained under the condition that the bifunction is pseudomonotone and Lipchitz continuous. Linear convergence is also given when the bifunction is strongly pseudomonotone and Lipchitz continuous. Numerical implementations and comparisons with other related inertial methods are given using test problems including a real-world application to Nash–Cournot oligopolistic electricity market equilibrium model.
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Acknowledgements
The authors are grateful to the two referees and the Associate Editor for their comments and suggestions which have improved the earlier version of the paper greatly. The project of Yekini Shehu has received funding from the European Research Council (ERC) under the European Union’s Seventh Framework Program (FP7 - 2007-2013) (Grant agreement No. 616160).
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Shehu, Y., Iyiola, O.S., Thong, D.V. et al. An inertial subgradient extragradient algorithm extended to pseudomonotone equilibrium problems. Math Meth Oper Res 93, 213–242 (2021). https://doi.org/10.1007/s00186-020-00730-w
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DOI: https://doi.org/10.1007/s00186-020-00730-w