A proximal point method for a class of monotone equilibrium problems with linear constraints

被引:5
|
作者
Chen, Jiawei [1 ]
Liou, Yeong-Cheng [2 ]
Wan, Zhongping [3 ]
Yao, Jen-Chih [4 ]
机构
[1] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
[2] Cheng Shiu Univ, Dept Informat Management, Kaohsiung 833, Taiwan
[3] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[4] China Med Univ, Ctr Gen Educ, Taichung 40402, Taiwan
关键词
Monotone equilibrium problems with linear constraints; Proximal point method; Firmly nonexpansive mapping; Convergence; ALGORITHM;
D O I
10.1007/s12351-015-0177-x
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
It is well known that the equilibrium problems which often arise in engineering, economics and management applications, provide a unified framework for variational inequality, complementarity problem, optimization problem, saddle point problem and fixed point problem. In this paper, a proximal point method is proposed for solving a class of monotone equilibrium problems with linear constraints (MEP). The updates of all variables of the proximal point method are given in closed form. An auxiliary equilibrium problem is introduced for MEP via its saddle point problem. Further, we present some characterizations for solution of the auxiliary equilibrium problem and fixed point of corresponding resolvent operator. Thirdly, a proximal point method for MEP is suggested by fixed point technique. The asymptotic behavior of the proposed algorithm is established under some mild assumptions. Finally, some numerical examples are reported to show the feasibility of the proposed algorithm.
引用
收藏
页码:275 / 288
页数:14
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