Interior point methods for equilibrium problems
In 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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Volume (Year): 53 (2012)
Issue (Month): 2 (October)
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- Steffan Berridge & Jacek Krawczyk, "undated".
"Relaxation Algorithms in Finding Nash Equilibrium,"
Computing in Economics and Finance 1997
159, Society for Computational Economics.
- Jacek B. Krawczyk & Steffan Berridge, 1997. "Relaxation Algorithms in Finding Nash Equilibria," Computational Economics 9707002, EconWPA.
- 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.
- Flam, S.D., 1999. "Learning Equilibrium Play: a Myopic Approach," Norway; Department of Economics, University of Bergen 189, Department of Economics, University of Bergen.
- Nils Langenberg, 2010. "Pseudomonotone operators and the Bregman Proximal Point Algorithm," Journal of Global Optimization, Springer, vol. 47(4), pages 537-555, August.
- Jacek Krawczyk, 2007. "Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems," Computational Management Science, Springer, vol. 4(2), pages 183-204, April. Full references (including those not matched with items on IDEAS)
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