Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1176.90640
Iusem, Alfredo N.; Sosa, Wilfredo
Iterative algorithms for equilibrium problems. (English)
[J] Optimization 52, No. 3, 301-316 (2003). ISSN 0233-1934; ISSN 1029-4945/e

Summary: We consider equilibrium problems in the framework of the formulation proposed by Blum and Oettli, which includes variational inequalities, Nash equilibria in noncooperative games, and vector optimization problems, for instance, as particular cases. We show that such problems are particular instances of convex feasibility problems with infinitely many convex sets, but with additional structure, so that projection algorithms for convex feasibility can be modified in order to improve their convergence properties, mainly achieving global convergence without either compactness or coercivity assumptions. We present a sequential projections algorithm with an approximately most violated constraint control strategy, and two variants where exact orthogonal projections are replaced by approximate ones, using separating hyperplanes generated by subgradients. We include full convergence analysis of these algorithms.

MSC 2000:: *90C47 Minimax problems
90C33 Complementarity problems
49J40 Variational methods including variational inequalities
49M37 Methods of nonlinear programming type
65K05 Mathematical programming (numerical methods)

Keywords: Equilibrium Problems; Convex Feasibility Problems; Projection Methods

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]