Descent and Penalization Techniques for Equilibrium Problems with Nonlinear Constraints

Giancarlo Bigi () and Mauro Passacantando ()
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Giancarlo Bigi: Università di Pisa
Mauro Passacantando: Università di Pisa

Journal of Optimization Theory and Applications, 2015, vol. 164, issue 3, No 5, 804-818

Abstract: Abstract This paper deals with equilibrium problems with nonlinear constraints. Exploiting a gap function which relies on a polyhedral approximation of the feasible region, we propose two descent methods. They are both based on the minimization of a suitable exact penalty function, but they use different rules for updating the penalization parameter and they rely on different types of line search. The convergence of both algorithms is proved under standard assumptions.

Keywords: Equilibria; Constraint linearization; Gap function; Exact penalization (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-013-0473-7

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