A Predictor-Corrector Method for Solving Equilibrium Problems

作者:Zong Ke Bao; Ming Huang; Xi Qiang Xia
来源:Abstract and Applied Analysis, 2014, 2014: 1-11.
DOI:10.1155/2014/313217

摘要

<jats:p>We suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new prediction. At the same time, we present convergence analysis under perfect foresight and imperfect one. In particular, we introduce a stopping criterion which gives rise to<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi></mml:mrow></mml:math>-stationary points. Moreover, we apply this algorithm for solving the particular case: variational inequalities.</jats:p>

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