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Interior point methods for equilibrium problems

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  • Nils Langenberg

Abstract

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

Suggested Citation

  • Nils Langenberg, 2012. "Interior point methods for equilibrium problems," Computational Optimization and Applications, Springer, vol. 53(2), pages 453-483, October.
    • Handle: RePEc:spr:coopap:v:53:y:2012:i:2:p:453-483
    DOI: 10.1007/s10589-011-9450-y
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    References listed on IDEAS

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    7. Jonathan Eckstein, 1993. "Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 202-226, February.
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