A Dynamical System for Strongly Pseudo-monotone Equilibrium Problems

被引:34
|
作者
Vuong, Phan Tu [1 ,2 ]
Strodiot, Jean Jacques [3 ]
机构
[1] Univ Southampton, Sch Math Sci, Southampton SO17 1BJ, Hants, England
[2] Vingroup, Inst Res & Applicat Optimizat VinOptima, Hanoi, Vietnam
[3] Univ Namur, Dept Math, Namur Inst Complex Syst NaXys, Namur, Belgium
关键词
Equilibrium problem; Dynamical system; Strong pseudo-monotonicity; Global exponential stability; Error bound; VARIATIONAL-INEQUALITIES; PROXIMAL METHODS; CONVERGENCE; ALGORITHMS; STABILITY; EXISTENCE;
D O I
10.1007/s10957-020-01669-y
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 paper, we consider a dynamical system for solving equilibrium problems in the framework of Hilbert spaces. First, we prove that under strong pseudo-monotonicity and Lipschitz-type continuity assumptions, the dynamical system has a unique equilibrium solution, which is also globally exponentially stable. Then, we derive the linear rate of convergence of a discrete version of the proposed dynamical system to the unique solution of the problem. Global error bounds are also provided to estimate the distance between any trajectory and this unique solution. Some numerical experiments are reported to confirm the theoretical results.
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页码:767 / 784
页数:18
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