Interior proximal methods for equilibrium programming: part II

被引:4
|
作者
Langenberg, Nils [1 ]
机构
[1] Univ Trier, Dept Math, D-54286 Trier, Germany
关键词
equilibrium problems; Bregman distances; proximal-like methods; interior-point-effect; VARIATIONAL INEQUALITY PROBLEM; AUXILIARY PROBLEM PRINCIPLE; MINIMIZATION ALGORITHM; CONVERGENCE ANALYSIS; BREGMAN FUNCTIONS; POINT ALGORITHM;
D O I
10.1080/02331934.2011.627334
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this article we discuss a method for solving equilibrium problems, introduced by Flam and Antipin [S.D. Flam and A.S. Antipin, Equilibrium programming using proximal-like algorithms, Math. Program.77 (1997), pp. 29-41]. We extend this method to unbounded feasible sets which e.g. also leads to the necessity of a new and appropriate stopping criteria. We also provide results permitting to use zone-coercive regularizing functionals (of Bregman type). For example, when the boundary of the feasible set has a certain curvature, the regularized subproblems can be treated as unconstrained ones.
引用
收藏
页码:1603 / 1625
页数:23
相关论文
共 50 条