This paper concerns developing two hybrid proximal point methods (PPMs) for finding a common solution of some optimization-related problems. First we construct an algorithm to solve simultaneously an equilibrium problem and a variational inequality problem, combing the extragradient method for variational inequalities with an approximate PPM for equilibrium problems. Next we develop another algorithm based on an alternate approximate PPM for finding a common solution of two different equilibrium problems. We prove the global convergence of both algorithms under pseudomonotonicity assumptions.

Mordukhovich, B., Panicucci, B., Pappalardo, M., Passacantando, M. (2012). Hybrid proximal methods for equilibrium problems. OPTIMIZATION LETTERS, 6(7), 1535-1550 [10.1007/s11590-011-0348-5].

Hybrid proximal methods for equilibrium problems

Passacantando, M
2012

Abstract

This paper concerns developing two hybrid proximal point methods (PPMs) for finding a common solution of some optimization-related problems. First we construct an algorithm to solve simultaneously an equilibrium problem and a variational inequality problem, combing the extragradient method for variational inequalities with an approximate PPM for equilibrium problems. Next we develop another algorithm based on an alternate approximate PPM for finding a common solution of two different equilibrium problems. We prove the global convergence of both algorithms under pseudomonotonicity assumptions.
Si
Articolo in rivista - Articolo scientifico
Scientifica
Equilibrium problems; Extragradient methods; Hybrid proximal point methods; Variational analysis; Variational inequalities;
English
1535
1550
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Mordukhovich, B., Panicucci, B., Pappalardo, M., Passacantando, M. (2012). Hybrid proximal methods for equilibrium problems. OPTIMIZATION LETTERS, 6(7), 1535-1550 [10.1007/s11590-011-0348-5].
Mordukhovich, B; Panicucci, B; Pappalardo, M; Passacantando, M
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/391552
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