A quasi-Newton type method for equilibrium problems

被引：0
|
作者：
Leonardo A. Sousa
Susana Scheimberg
Pedro Jorge S. Santos
Paulo Sérgio M. Santos
机构：
[1] Universidade Federal do Rio de Janeiro (UFRJ),
[2] Universidade Federal do Delta do Parnaíba (UFDPar),undefined
来源：
Numerical Algorithms | 2022年 / 89卷
关键词：
Equilibrium problems; Quasi-Newton method; Constant rank constraint qualification; Computable generalized Jacobian;
D O I：
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中图分类号：
学科分类号：
摘要：
In this work, we develop a quasi-Newton-type method for equilibrium problems based on the proximal Newton-type structure given in Santos et al. (Optimization Letters 12(5), 997-1009, 2018). We consider a family of matrices verifying a bounded deterioration property. We prove that the sequence generated by the algorithm is well defined and under suitable assumptions we establish the linear convergence of the algorithm. Numerical experiments are reported.
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页码：1129 / 1143
页数：14
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