Interior point methods for equilibrium problems
AbstractIn the present paper we discuss three methods for solving equilibrium-type fixed point problems. Concentrating on problems whose solutions possess some stability property, we establish convergence of these three proximal-like algorithms that promise a very high numerical tractability and efficiency. For example, due to the implemented application of zone coercive Bregman functions, all these methods allow to treat the generated subproblems as unconstrained and, partly, explicitly solvable ones. Copyright Springer Science+Business Media, LLC 2012
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Bibliographic InfoArticle provided by Springer in its journal Computational Optimization and Applications.
Volume (Year): 53 (2012)
Issue (Month): 2 (October)
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Web page: http://www.springer.com/math/journal/10589
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- Nils Langenberg, 2010. "Pseudomonotone operators and the Bregman Proximal Point Algorithm," Journal of Global Optimization, Springer, vol. 47(4), pages 537-555, August.
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- Jacek Krawczyk, 2007. "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, vol. 4(2), pages 183-204, April.
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