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.

Bigi, G., Passacantando, M. (2012). Gap functions and penalization for solving equilibrium problems with nonlinear constraints. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 53(2), 323-346 [10.1007/s10589-012-9481-z].

Gap functions and penalization for solving equilibrium problems with nonlinear constraints

Passacantando, M
2012

Abstract

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.
Articolo in rivista - Articolo scientifico
Descent direction; Equilibrium problems; Exact penalization; Gap function;
English
323
346
24
Bigi, G., Passacantando, M. (2012). Gap functions and penalization for solving equilibrium problems with nonlinear constraints. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 53(2), 323-346 [10.1007/s10589-012-9481-z].
Bigi, G; Passacantando, M
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/392104
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