Application of the Proximal Point Method to a System of Extended Primal-Dual Equilibrium Problems

Igor Konnov ()

A chapter in Recent Advances in Optimization, 2006, pp 87-102 from Springer

Abstract: Summary We consider a general system of equilibrium type problems which can be viewed as an extension of Lagrangean primal-dual equilibrium problems. We propose to solve the system by an inexact proximal point method, which converges to a solution under monotonicity assumptions. In order to make the method implementable, we suggest to make use of a dual descent algorithm and utilize gap functions for ensuring satisfactory accuracy of certain auxiliary problems. Some examples of applications are also given.

Keywords: Variational Inequality; Equilibrium Problem; Complementarity Problem; Auxiliary Problem; Proximal Point Method (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28258-7_6

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DOI: 10.1007/3-540-28258-0_6

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