A Two-Step Proximal Point Algorithm for Nonconvex Equilibrium Problems with Applications to Fractional Programming

Alfredo Iusem (), Felipe Lara (), Raúl T. Marcavillaca () and Le Hai Yen ()
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Alfredo Iusem: Fundação Getúlio Vargas (FGV)
Felipe Lara: Universidad de Tarapacá
Raúl T. Marcavillaca: Universidad de Chile
Le Hai Yen: Vietnam Academy of Sciences and Technology (VAST)

Journal of Global Optimization, 2024, vol. 90, issue 3, No 9, 755-779

Abstract: Abstract We present a proximal point type algorithm tailored for tackling pseudomonotone equilibrium problems in a Hilbert space which are not necessarily convex in the second argument of the involved bifunction. Motivated by the extragradient algorithm, we propose a two-step method and we prove that the generated sequence converges strongly to a solution of the nonconvex equilibrium problem under mild assumptions and, also, we establish a linear convergent rate for the iterates. Furthermore, we identify a new class of functions that meet our assumptions, and we provide sufficient conditions for quadratic fractional functions to exhibit strong quasiconvexity. Finally, we perform numerical experiments comparing our algorithm against two alternative methods for classes of nonconvex mixed variational inequalities.

Keywords: Proximal point methods; Nonconvex optimization; Equilibrium problems; Generalized convexity; Fractional programming (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-024-01419-8

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