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
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Computational Optimization and Applications.
Volume (Year): 53 (2012)
Issue (Month): 2 (October)
Contact details of provider:
Web page: http://www.springer.com/math/journal/10589
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Flam, S.D., 1999. "Learning Equilibrium Play: a Myopic Approach," Norway; Department of Economics, University of Bergen 189, Department of Economics, University of Bergen.
- Anna Heusinger & Christian Kanzow, 2009. "Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions," Computational Optimization and Applications, Springer, vol. 43(3), pages 353-377, July.
- Jacek Krawczyk, 2007. "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, vol. 4(2), pages 183-204, April.
- Nils Langenberg, 2010. "Pseudomonotone operators and the Bregman Proximal Point Algorithm," Journal of Global Optimization, Springer, vol. 47(4), pages 537-555, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.