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.
2014
979
991
D. Di Lorenzo; M. Passacantando; M. Sciandrone
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/951935
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