Title
Iterative algorithms for equilibrium problems
Date Issued
01 June 2003
Access level
metadata only access
Resource Type
journal article
Author(s)
Instituto de Matemática y Ciencias Afines
Abstract
We consider equilibrium problems in the framework of the formulation proposed by Blum and Oettli, which includes variational inequalities, Nash equilibria in in noncooperative games, and vector optimization problems, for instance, as particular cases. We show that such problems are particular instances of convex feasibility problems with infinitely many convex sets, but with additional structure, so that projection algorithms for convex feasibility can be modified in order to improve their convergence properties, mainly achieving global convergence without either compactness or coercivity assumptions. We present a sequential projections algorithm with an approximately most violated constraint control strategy, and two variants where exact orthogonal projections are replaced by approximate ones, using separating hyperplanes generated by subgradients. We include full convergence analysis of these algorithms.
Start page
301
End page
316
Volume
52
Issue
3
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Scopus EID
2-s2.0-0042730351
Source
Optimization
ISSN of the container
02331934
Sources of information: Directorio de Producción Científica Scopus