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Application of the Proximal Point Method to Nonmonotone Equilibrium Problems

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  • I.V. Konnov

    (Kazan University)

Abstract

We consider a general equilibrium problem defined on a convex set, whose cost bifunction may not be monotone. We show that this problem can be solved by the inexact proximal point method if there exists a solution to the dual problem. An application of this approach to nonlinearly constrained problems is also suggested.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:119:y:2003:i:2:d:10.1023_b:jota.0000005448.12716.24
    DOI: 10.1023/B:JOTA.0000005448.12716.24
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    References listed on IDEAS

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    1. I. V. Konnov & S. Schaible, 2000. "Duality for Equilibrium Problems under Generalized Monotonicity," Journal of Optimization Theory and Applications, Springer, vol. 104(2), pages 395-408, February.
    2. Konnov, I.V. & Schaible, S., 1998. "Duality for Equilibrium Problems," The A. Gary Anderson Graduate School of Management 98-05, The A. Gary Anderson Graduate School of Management. University of California Riverside.
    3. N. El Farouq, 2001. "Pseudomonotone Variational Inequalities: Convergence of Proximal Methods," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 311-326, May.
    4. N. El Farouq, 2001. "Pseudomonotone Variational Inequalities: Convergence of the Auxiliary Problem Method," Journal of Optimization Theory and Applications, Springer, vol. 111(2), pages 305-322, November.
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