A convergent inexact solution method for equilibrium problems

作者:Di Lorenzo David; Passacantando Mauro; Sciandrone Marco*
来源:Optimization Methods and Software, 2014, 29(5): 979-991.
DOI:10.1080/10556788.2013.796376

摘要

We consider equilibrium problems with differentiable bifunctions. We adopt the well-known approach based on the reformulation of the equilibrium problem as a global optimization problem through an appropriate gap function. We propose a solution method based on the inexact (and hence, less expensive) evaluation of the gap function and on the employment of a nonmonotone line search. We prove global convergence properties of the proposed inexact method under standard assumptions. Some preliminary numerical results show the potential computational advantages of the inexact method compared with a standard exact descent method.

  • 出版日期2014

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