A New Two-Step Proximal Algorithm of Solving the Problem of Equilibrium Programming
Sergey I. Lyashko () and
Vladimir V. Semenov ()
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Sergey I. Lyashko: Kiev National Taras Shevchenko University
Vladimir V. Semenov: Kiev National Taras Shevchenko University
A chapter in Optimization and Its Applications in Control and Data Sciences, 2016, pp 315-325 from Springer
Abstract:
Abstract We propose a new iterative two-step proximal algorithm for solving the problem of equilibrium programming in a Hilbert space. This method is a result of extension of L.D. Popov’s modification of Arrow-Hurwicz scheme for approximation of saddle points of convex-concave functions. The convergence of the algorithm is proved under the assumption that the solution exists and the bifunction is pseudo-monotone and Lipschitz-type.
Keywords: Equilibrium problem; Variational inequality; Two-step proximal algorithm; Bifunction; Pseudomonotonicity; Lipschitz condition; Convergence (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-42056-1_10
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DOI: 10.1007/978-3-319-42056-1_10
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