This paper deals with equilibrium problems with nonlinear constraints. Exploiting a gap function which relies on a polyhedral approximation of the feasible region, we propose two descent methods. They are both based on the minimization of a suitable exact penalty function, but they use different rules for updating the penalization parameter and they rely on different types of line search. The convergence of both algorithms is proved under standard assumptions.

Bigi, G., Passacantando, M. (2015). Descent and penalization techniques for equilibrium problems with nonlinear constraints. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 164(3), 804-818 [10.1007/s10957-013-0473-7].

Descent and Penalization Techniques for Equilibrium Problems with Nonlinear Constraints

Passacantando, M
2015

Abstract

This paper deals with equilibrium problems with nonlinear constraints. Exploiting a gap function which relies on a polyhedral approximation of the feasible region, we propose two descent methods. They are both based on the minimization of a suitable exact penalty function, but they use different rules for updating the penalization parameter and they rely on different types of line search. The convergence of both algorithms is proved under standard assumptions.
No
Articolo in rivista - Articolo scientifico
Scientifica
Constraint linearization; Equilibria; Exact penalization; Gap function;
English
804
818
15
Bigi, G., Passacantando, M. (2015). Descent and penalization techniques for equilibrium problems with nonlinear constraints. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 164(3), 804-818 [10.1007/s10957-013-0473-7].
Bigi, G; Passacantando, M
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/392100
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