A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems

被引:0
作者
Jean Jacques Strodiot
Thi Thu Van Nguyen
Van Hien Nguyen
机构
[1] Institute for Computational Science and Technology,Department of Mathematics
[2] University of Namur,undefined
来源
Journal of Global Optimization | 2013年 / 56卷
关键词
Quasi-equilibrium problems; Quasi-variational inequalities; Hybrid extragradient methods; Generalized Nash equilibrium problems; 49J40; 65K10; 91A12;
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学科分类号
摘要
Generalized Nash equilibrium problems are important examples of quasi-equilibrium problems. The aim of this paper is to study a general class of algorithms for solving such problems. The method is a hybrid extragradient method whose second step consists in finding a descent direction for the distance function to the solution set. This is done thanks to a linesearch. Two descent directions are studied and for each one several steplengths are proposed to obtain the next iterate. A general convergence theorem applicable to each algorithm of the class is presented. It is obtained under weak assumptions: the pseudomonotonicity of the equilibrium function and the continuity of the multivalued mapping defining the constraint set of the quasi-equilibrium problem. Finally some preliminary numerical results are displayed to show the behavior of each algorithm of the class on generalized Nash equilibrium problems.
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页码:373 / 397
页数:24
相关论文
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