A Bregman inertial iteratively regularized extragradient method for bilevel variational inequality problems

Abstract

In this paper, we consider bilevel variational inequality problems, where the feasible set is the solution set of another variational inequality. We propose a Bregman inertial regularized extragradient method for solving these problems. By performing the inertial extrapolation in the dual space, the proposed method aligns the inertial step with the structure of the Bregman three-point identity. We also derive explicit non-asymptotic bounds for the generalized gap function. More precisely, using diminishing regularization, we establish convergence rates of $\mathcal{O}(1/k^{1-b})$ for the optimality gap and $\mathcal{O}(1/k^b)$ for the feasibility gap with $ 0 < b< 1$. For constant regularization parameter $η>0$, we establish an $\mathcal{O}(1/k)$ rate for the optimality gap and an $\mathcal{O}(1/k)+\mathcal{O}(η)$ bound for the feasibility gap. Furthermore, numerical experiments on traffic networks and multi-portfolio Nash equilibrium problems demonstrate the practical effectiveness of the proposed framework.