Journal
OPTIMIZATION METHODS & SOFTWARE
Volume 29, Issue 5, Pages 979-991Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/10556788.2013.796376
Keywords
equilibrium problem; gap function; inexact method; nonmonotone line search
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available