On the Hypomonotone Class of Variational Inequalities
This paper studies the behavior of the extragradient algorithm when applied to hypomonotone operators, a class of problems that extends beyond the classical monotone setting. While the extragradient method is widely known for its efficacy in solving variational inequalities with monotone and Lipschi...
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Zusammenfassung: | This paper studies the behavior of the extragradient algorithm when applied
to hypomonotone operators, a class of problems that extends beyond the
classical monotone setting. While the extragradient method is widely known for
its efficacy in solving variational inequalities with monotone and Lipschitz
continuous operators, we demonstrate that its convergence is not guaranteed in
the hypomonotone setting. We provide a characterization theorem that identifies
the conditions under which the extragradient algorithm fails to converge. Our
results highlight the necessity of stronger assumptions to guarantee
convergence of extragradient and to further develop the existing VI methods for
broader problems. |
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DOI: | 10.48550/arxiv.2410.09182 |