IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v193y2022i1d10.1007_s10957-021-01951-7.html
   My bibliography  Save this article

Proximal Point Algorithms for Quasiconvex Pseudomonotone Equilibrium Problems

Author

Listed:
  • A. Iusem

    (Instituto Nacional de Matemática Pura e Aplicada (IMPA))

  • F. Lara

    (Universidad de Tarapacá)

Abstract

We propose a proximal point method for quasiconvex pseudomonotone equilibrium problems. The subproblems of the method are optimization problems whose objective is the sum of a strongly quasiconvex function plus the standard quadratic regularization term for optimization problems. We prove, under suitable additional assumptions, convergence of the generated sequence to a solution of the equilibrium problem, whenever the bifunction is strongly quasiconvex in its second argument, thus extending the validity of the convergence analysis of proximal point methods for equilibrium problems beyond the standard assumption of convexity of the bifunction in the second argument.

Suggested Citation

  • A. Iusem & F. Lara, 2022. "Proximal Point Algorithms for Quasiconvex Pseudomonotone Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 443-461, June.
  • Handle: RePEc:spr:joptap:v:193:y:2022:i:1:d:10.1007_s10957-021-01951-7
    DOI: 10.1007/s10957-021-01951-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-021-01951-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-021-01951-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vial, Jean-Philippe, 1982. "Strong convexity of sets and functions," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 187-205, January.
    2. Alfredo Iusem & Felipe Lara, 2019. "Optimality Conditions for Vector Equilibrium Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 180(1), pages 187-206, January.
    3. VIAL, Jean-Philippe, 1982. "Strong convexity of sets and functions," LIDAM Reprints CORE 475, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Jean-Philippe Vial, 1983. "Strong and Weak Convexity of Sets and Functions," Mathematics of Operations Research, INFORMS, vol. 8(2), pages 231-259, May.
    5. Alberto Cambini & Laura Martein, 2009. "Generalized Convexity and Optimization," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-70876-6, December.
    6. VIAL, Jean-Philippe, 1983. "Strong and weak convexity of sets and functions," LIDAM Reprints CORE 529, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Alfredo Iusem & Felipe Lara, 2019. "Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 122-138, October.
    8. I.V. Konnov, 2003. "Application of the Proximal Point Method to Nonmonotone Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 119(2), pages 317-333, November.
    9. Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
    10. Fabián Flores-Bazán & Fernando Flores-Bazán & Cristián Vera, 2015. "Maximizing and minimizing quasiconvex functions: related properties, existence and optimality conditions via radial epiderivatives," Journal of Global Optimization, Springer, vol. 63(1), pages 99-123, September.
    11. Alfredo Iusem & Felipe Lara, 2020. "A Note on “Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces”," Journal of Optimization Theory and Applications, Springer, vol. 187(2), pages 607-608, November.
    12. Sorin-Mihai Grad & Felipe Lara, 2021. "Solving Mixed Variational Inequalities Beyond Convexity," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 565-580, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A. Kabgani & F. Lara, 2022. "Strong subdifferentials: theory and applications in nonconvex optimization," Journal of Global Optimization, Springer, vol. 84(2), pages 349-368, October.
    2. Sorin-Mihai Grad & Felipe Lara, 2022. "An extension of the proximal point algorithm beyond convexity," Journal of Global Optimization, Springer, vol. 82(2), pages 313-329, February.
    3. D. H. Yuan & X. L. Liu & A. Chinchuluun & P. M. Pardalos, 2006. "Nondifferentiable Minimax Fractional Programming Problems with (C, α, ρ, d)-Convexity," Journal of Optimization Theory and Applications, Springer, vol. 129(1), pages 185-199, April.
    4. Chinedu Izuchukwu & Yekini Shehu & Chibueze C. Okeke, 2023. "Extension of forward-reflected-backward method to non-convex mixed variational inequalities," Journal of Global Optimization, Springer, vol. 86(1), pages 123-140, May.
    5. Hugo Leiva & Nelson Merentes & Kazimierz Nikodem & José Sánchez, 2013. "Strongly convex set-valued maps," Journal of Global Optimization, Springer, vol. 57(3), pages 695-705, November.
    6. F. Lara, 2022. "On Strongly Quasiconvex Functions: Existence Results and Proximal Point Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 891-911, March.
    7. Jen-Chwan Liu & Chun-Yu Liu, 2013. "Optimality and Duality for Multiobjective Fractional Programming Involving Nonsmooth Generalized -Univex Functions," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2013, pages 1-10, November.
    8. S. Nobakhtian, 2008. "Generalized (F,ρ)-Convexity and Duality in Nonsmooth Problems of Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 61-68, January.
    9. S.-M. Grad & F. Lara & R. T. Marcavillaca, 2023. "Relaxed-inertial proximal point type algorithms for quasiconvex minimization," Journal of Global Optimization, Springer, vol. 85(3), pages 615-635, March.
    10. Sorin-Mihai Grad & Felipe Lara, 2021. "Solving Mixed Variational Inequalities Beyond Convexity," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 565-580, August.
    11. Altannar Chinchuluun & Dehui Yuan & Panos Pardalos, 2007. "Optimality conditions and duality for nondifferentiable multiobjective fractional programming with generalized convexity," Annals of Operations Research, Springer, vol. 154(1), pages 133-147, October.
    12. Nicolas Hadjisavvas & Felipe Lara & Dinh The Luc, 2020. "A general asymptotic function with applications in nonconvex optimization," Journal of Global Optimization, Springer, vol. 78(1), pages 49-68, September.
    13. Felipe Lara, 2020. "Optimality Conditions for Nonconvex Nonsmooth Optimization via Global Derivatives," Journal of Optimization Theory and Applications, Springer, vol. 185(1), pages 134-150, April.
    14. Giancarlo Bigi & Mauro Passacantando, 2017. "Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 63-79, November.
    15. David Barilla & Giuseppe Caristi & Nader Kanzi, 2022. "Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(2), pages 503-519, December.
    16. F. Fakhar & H. R. Hajisharifi & Z. Soltani, 2023. "Noncoercive and noncontinuous equilibrium problems: existence theorem in infinite-dimensional spaces," Journal of Global Optimization, Springer, vol. 86(4), pages 989-1003, August.
    17. Alfredo Iusem & Felipe Lara, 2019. "Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 122-138, October.
    18. Sorger, Gerhard, 2004. "Consistent planning under quasi-geometric discounting," Journal of Economic Theory, Elsevier, vol. 118(1), pages 118-129, September.
    19. Huynh Ngai & Nguyen Huu Tron & Nguyen Vu & Michel Théra, 2022. "Variational Analysis of Paraconvex Multifunctions," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 180-218, June.
    20. J. X. Cruz Neto & P. R. Oliveira & A. Soubeyran & J. C. O. Souza, 2020. "A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem," Annals of Operations Research, Springer, vol. 289(2), pages 313-339, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:193:y:2022:i:1:d:10.1007_s10957-021-01951-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.