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. The resutls of numerical experiments are presented.
A convergent inexact solution method for equilibrium problems / D. Di Lorenzo; M. Passacantando; M. Sciandrone. - In: OPTIMIZATION METHODS & SOFTWARE. - ISSN 1055-6788. - STAMPA. - (2014), pp. 979-991.
A convergent inexact solution method for equilibrium problems
SCIANDRONE, MARCO
2014
Abstract
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. The resutls of numerical experiments are presented.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.