Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 1198.90320
Raupp, Fernanda M.P.; Sosa, Wilfredo
An analytic center cutting plane algorithm for finding equilibrium points. (English)
[J] RAIRO, Oper. Res. 40, No. 1, 37-52 (2006). ISSN 0399-0559; ISSN 1290-3868/e

Summary: We present a variant of the analytic center cutting plane algorithm proposed by {\it J.-L. Goffin} et al. [SIAM J. Optim. 6, No. 3, 638--652 (1996; Zbl 0856.90088)] to approximately solve equilibrium problems as proposed by {\it E. Blum} and {\it W. Oettli} [Math. Stud. 63, No. 1--4, 123--145 (1994; Zbl 0888.49007)], which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm.

MSC 2000:: *90C25 Convex programming
90C51 Interior-point methods

Keywords: equilibrium problems; convex feasibility problem; analytic center cutting plane algorithm

Citations: Zbl 0856.90088; Zbl 0888.49007

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

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

Simple Search

Zentralblatt MATH Berlin [Germany]