Hybrid extragradient method for hierarchical variational inequalities

Abstract In this paper, we consider a hierarchical variational inequality problem (HVIP) defined over a common set of solutions of finitely many generalized mixed equilibrium problems, finitely many variational inclusions, a general system of variational inequalities, and the fixed point problem of a strictly pseudocontractive mapping. By combining Korpelevich’s extragradient method, the viscosity approximation method, the hybrid steepest-descent method and Mann’s iteration method, we introduce and analyze a multistep hybrid extragradient algorithm for finding a solution of our HVIP. It is proven that under appropriate assumptions, the proposed algorithm converges strongly to a solution of a general system of variational inequalities defined over a common set of solutions of finitely many generalized mixed equilibrium problems (GMEPs), finitely many variational inclusions, and the fixed point problem of a strictly pseudocontractive mapping. In the meantime, we also prove the strong convergence of the proposed algorithm to a unique solution of our HVIP. The results obtained in this paper improve and extend the corresponding results announced by many others. MSC: 49J30, 47H09, 47J20.