Combined Relaxation Method for Mixed Equilibrium Problems
Autor: | Siegfried Schaible, Jen-Chih Yao, Igor Konnov |
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Rok vydání: | 2005 |
Předmět: |
TheoryofComputation_MISCELLANEOUS
Mathematical optimization Control and Optimization General equilibrium theory Iterative method Applied Mathematics Management Science and Operations Research Hyperplane Rate of convergence Theory of computation Applied mathematics Equilibrium problem Decomposition method (constraint satisfaction) Mathematics |
Zdroj: | Journal of Optimization Theory and Applications. 126:309-322 |
ISSN: | 1573-2878 0022-3239 |
DOI: | 10.1007/s10957-005-4716-0 |
Popis: | We consider a general class of equilibrium problems which involve a single-valued mapping and a nonsmooth bifunction. Such mixed equilibrium problems are solved with a combined relaxation method using an auxiliary iteration of a splitting-type method for constructing a separating hyperplane. We prove the convergence of the method under the assumption that the dual of the mixed equilibrium problem is solvable. Convergence rates are also derived. |
Databáze: | OpenAIRE |
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