An outer approximation algorithm for equilibrium problems in Hilbert spaces

We introduce an algorithm for solving non-smooth equilibrium problems in real Hilbert spaces. At each iteration, a regularized proximal-like equilibrium problem on a suitable outer approximation of the original constraint set is considered. We prove, under standard assumptions, that the sequence gen...

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Vydáno v:Optimization methods & software Ročník 30; číslo 2; s. 379 - 390
Hlavní autoři: Santos, P.S.M., Scheimberg, S.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Abingdon Taylor & Francis 04.03.2015
Taylor & Francis Ltd
Témata:
Algorithms
Approximation
Computer programs
Equilibrium
equilibrium problem
Hilbert space
Mathematical analysis
Mathematical models
Mosco convergence
Optimization
outer approximations
proximal method
Software
ISSN:1055-6788, 1029-4937
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Shrnutí:We introduce an algorithm for solving non-smooth equilibrium problems in real Hilbert spaces. At each iteration, a regularized proximal-like equilibrium problem on a suitable outer approximation of the original constraint set is considered. We prove, under standard assumptions, that the sequence generated by the algorithm converges weakly to a solution of the problem. Some numerical experience with the algorithm is reported.
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ISSN:1055-6788
1029-4937
DOI:10.1080/10556788.2014.961019