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Zakaria Mazgouri

Publications and source records attributed to Zakaria Mazgouri.

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Monotonicity of Pairs of Operators and Generalized Inertial Proximal Method

Monotonicity of pairs of operators is an extension of monotonicity of operators, which plays an important role in solving non-monotone inclusions. One of challenging problems in this new tool is how to design the associated mappings to obtain the monotone pairs. In this paper, we solve this problem and propose a Generalized Inertial Proximal Point Algorithm (GIPPA) using warped resolvents under the monotonicity of pairs. The weak, strong and linear convergence of the algorithm under some mild assumptions are established. We also provide numerical examples illustrating the implementability and effectiveness of the proposed method.

math.OC

Weak and strong convergence of a relaxed inertial proximal splitting algorithm for solving hierarchical equilibrium problems

In this chapter, we introduce the relaxed inertial proximal splitting algorithm (RIPSA) for hierarchical equilibrium problems. Using Opial-Passty's lemma, we first establish weak ergodic and weak convergence of the sequence generated by the algorithm to a solution of the problem, in the absence of the Browder-Halpern contraction factor. We then derive a strong convergence result under an additional strong monotonicity assumption. Subsequently, we relax this requirement by removing strong monotonicity and instead incorporating a Browder-Halpern contraction factor into (RIPSA), which guarantees strong convergence to a solution determined by the contraction factor. Finally, we discuss two related settings: convex minimization problems and monotone variational inequalities formulated as fixed-point problems for nonexpansive operators.

math.OC

An inertial proximal splitting algorithm for hierarchical bilevel equilibria in Hilbert spaces

In this article, we aim to approximate a solution to the bilevel equilibrium problem $\mathbf{(BEP})$ for short: find $\bar{x} \in \mathbf{S}_f$ such that $ g(\bar{x}, y) \geq 0, \,\, \forall y \in \mathbf{S}_f, $ where $ \mathbf{S}_f = \{ u \in \mathbf{K} : f(u, z) \geq 0, \forall z \in \mathbf{K} \}. $ Here, $\mathbf{K}$ is a closed convex subset of a real Hilbert space $\mathcal{H}$, and $f$ and $g$ are two real-valued bifunctions defined on $\mathbf{K} \times \mathbf{K}$. We propose an inertial version of the proximal splitting algorithm introduced by Z. Chbani and H. Riahi: \textit{Weak and strong convergence of prox-penalization and splitting algorithms for bilevel equilibrium problems}. \textit{Numer. Algebra Control Optim.}, 3 (2013), pp. 353-366. Under suitable conditions, we establish the weak and strong convergence of the sequence generated by the proposed iterative method. We also report a numerical example illustrating our theoretical result.

math.OC

Weak and strong convergence of an inertial proximal method for solving bilevel monotone equilibrium problems

In this paper, we introduce an inertial proximal method for solving a bilevel problem involving two monotone equilibrium bifunctions in Hilbert spaces. Under suitable conditions and without any restrictive assumption on the trajectories, the weak and strong convergence of the sequence generated by the iterative method are established. Two particular cases illustrating the proposed method are thereafter discussed with respect to hierarchical minimization problems and equilibrium problems under saddle point constraint. Furthermore, a numerical example is given to demonstrate the implementability of our algorithm. The algorithm and its convergence results improve and develop previous results in the field.

math.OC