A proximal augmented Lagrangian method for equilibrium problems

被引:2
作者
Mashreghi, Javad [1 ]
Nasri, Mostafa [1 ]
机构
[1] Univ Laval, Fac Sci & Genie, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
关键词
augmented Lagrangian method; Bregman distance; Bregman projection; cone constraint; equilibrium problem; proximal point method; MULTIPLIER METHODS; POINT METHOD; PENALTY; CONVERGENCE; DUALITY;
D O I
10.1080/00036811.2010.541447
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Considering a recently proposed proximal point method for equilibrium problems, we construct an augmented Lagrangian method for solving the same problem in reflexive Banach spaces with cone constraints generating a strongly convergent sequence to a certain solution of the problem. This is an inexact hybrid method meaning that at a certain iterate, a solution of an unconstrained equilibrium problem is found, allowing a proper error bound, followed by a Bregman projection of the initial iterate onto the intersection of two appropriate halfspaces. Assuming a set of reasonable hypotheses, we provide a full convergence analysis.
引用
收藏
页码:157 / 172
页数:16
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