On ergodic algorithms for equilibrium problems

被引:44
作者
Anh, P. N. [1 ]
Hai, T. N. [2 ]
Tuan, P. M. [3 ]
机构
[1] Posts & Telecommun Inst Technol, Dept Sci Fundamentals, Hanoi, Vietnam
[2] Ha Noi Univ Sci & Technol, Sch Appl Math & Informat, Hanoi, Vietnam
[3] Acad Mil Sci & Technol, Hanoi, Vietnam
关键词
Equilibrium problem; Monotone; Ergodic algorithm; Auxiliary problem principle; AUXILIARY PROBLEM PRINCIPLE; PROXIMAL POINT METHOD; VARIATIONAL-INEQUALITIES; CONVERGENCE THEOREMS;
D O I
10.1007/s10898-015-0330-3
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 present a new iteration method for solving monotone equilibrium problems. This new method is based on the ergodic iteration method Ronald and Bruck in (J Math Anal Appl 61:159-164, 1977) and the auxiliary problem principle Noor in (J Optim Theory Appl 122:371-386, 2004), but it includes the usage of symmetric and positive definite matrices. The proposed algorithm is very simple. Moreover, it simplifies the assumptions necessary in order to converge to the solution. Specifically, whereas previous methods require strong monotonicity and Lipschitz-type continuous conditions, our proposed method only requires weak monotonicity conditions. Applications to the generalized variational inequality problem and some numerical results are reported.
引用
收藏
页码:179 / 195
页数:17
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