On ergodic algorithms for equilibrium problems

P. Anh (), T. Hai and P. Tuan

Journal of Global Optimization, 2016, vol. 64, issue 1, 179-195

Abstract: In this paper, we present a new iteration method for solving monotone equilibrium problems. This new method is based on the ergodic iteration method Ronald and Bruck in (J Math Anal Appl 61:159–164, 1977 ) and the auxiliary problem principle Noor in (J Optim Theory Appl 122:371–386, 2004 ), but it includes the usage of symmetric and positive definite matrices. The proposed algorithm is very simple. Moreover, it simplifies the assumptions necessary in order to converge to the solution. Specifically, whereas previous methods require strong monotonicity and Lipschitz-type continuous conditions, our proposed method only requires weak monotonicity conditions. Applications to the generalized variational inequality problem and some numerical results are reported. Copyright Springer Science+Business Media New York 2016

Keywords: Equilibrium problem; Monotone; Ergodic algorithm; Auxiliary problem principle; 65 K10; 90 C25 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10898-015-0330-3

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