Journal
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 53, Issue 2, Pages 323-346Publisher
SPRINGER
DOI: 10.1007/s10589-012-9481-z
Keywords
Equilibrium problems; Gap function; Exact penalization; Descent direction
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The paper deals with equilibrium problems (EPs) with nonlinear convex constraints. First, EP is reformulated as a global optimization problem introducing a class of gap functions, in which the feasible set of EP is replaced by a polyhedral approximation. Then, an algorithm is given for solving EP through a descent type procedure, which exploits also exact penalty functions, and its global convergence is proved. Finally, the algorithm is tested on a network oligopoly problem with nonlinear congestion constraints.
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