An interior proximal cutting hyperplane method for equilibrium problems

被引:0
作者
Pham Ngoc Anh
Jong Kyu Kim
机构
[1] Kyungnam University,Department of Mathematics Education
来源
Journal of Inequalities and Applications | / 2012卷
关键词
Equilibrium problems; pseudomonotone; interior proximal function; cutting hyperplane method;
D O I
暂无
中图分类号
学科分类号
摘要
We propose a new method for solving equilibrium problems on polyhedra, where the underlying function is continuous and satisfies a pseudomonone assumption which is called an interior proximal cutting hyperplane method. The method is based on the special interior proximal function which replaces the usual quadratic function. This leads to an interior proximal algorithm. The algorithm can be viewed as combining the cutting hyperplane method and the special interior proximal function. Finally some preliminary computational results are given.
引用
收藏
相关论文
共 29 条
[1]  
Anh PN(2009)A logarithmic quadratic regularization method for solving pseudomonotone equilibrium problems Acta Math Vietnam 34 183-200
[2]  
Anh PN(2008)An LQP regularization method for equilibrium problems on polyhedral Vietnam J Math 36 209-228
[3]  
Blum E(1994)From optimization and variational inequality to equilibrium problems Math Stud 63 127-149
[4]  
Oettli W(2004)Gap function for equilibrium problems J Global Optim 27 411-426
[5]  
Mastroeni G(1999)Proximal point algorithm extended to equilibrium problem J Nat Geom 15 91-100
[6]  
Moudafi A(2004)Auxiliary principle technique for equilibrium problems J Optim Theory Appl 122 371-386
[7]  
Noor MA(2009)A new solution method for equilibrium problems Optim Method Softw 24 895-911
[8]  
Bigi G(1999)A linearly convergent derivative-free descent method for strongly monotone complementarity problem Comput Optim Appl 14 5-16
[9]  
Castellani M(2008)An interior-quadratic proximal method for solving monotone generalized variational inequalities East West J Math 10 81-100
[10]  
Pappalardo M(1999)A logarithmic-quadratic proximal method for variational inequalities J Comput Optim Appl 12 31-40