Abstract
We present new iteration methods, which are called Yosida approximation methods, for finding a critical point of generalized equilibrium problems. The methods are based on the idea of the DC (Difference of convex functions) decomposition method and Yosida regularization method. We show that the iterative sequences generated by the methods converge to a critical point under mild assumptions on parameters. Application to the Cournot-Nash oligopolistic market model with concave cost functions is reported.
References
- P. N. Anh: An LQP regularization method for equilibrium problems on polyhedral, Vietnam J. Math. 36 (2008) 209–228.Google Scholar
- P. N. Anh: A logarithmic quadratic regularization method for solving pseudomonotone equilibrium problems, Acta Math. Vietnamica 34 (2009) 183–200.Google Scholar
- P. N. Anh, J. K. Kim: Outer approximation algorithms for pseudomonotone equilibrium problems, Comp. Math. Appl. 61 (2011) 2588–2595.https://doi.org/10.1016/j.camwa.2011.02.052Google Scholar
- P. N. Anh, D. X. Son: A new iterative scheme for pseudomonotone equilibrium problems and a finite family of pseudocontractions, J. Appl. Math. Inform. 29 (2011) 1179–1191.Google Scholar
- G. Bigi, M. Castellani, M. Pappalardo, M. Passacantando: Existence and solution methods for equilibria, Eur. J. Oper. Research 227 (2013) 1–11.https://doi.org/10.1016/j.ejor.2012.11.037Google Scholar
- E. Blum, W. Oettli: From optimization and variational inequality to equilibrium problems, Math. Stud. 63 (1994) 127–149.Google Scholar
- H. Brézis, L. Nirenberg, G. Stampacchia: A remark on Ky Fan’s minimax principle, Boll. Unione Mat. Italiana VI (1972) 129–132.Google Scholar
- K. Fan: A minimax inequality and applications, in: Inequality III, O. Shisha (ed.), Academic Press, New York (1972) 103–113.Google Scholar
- F. Giannessi, A. Maugeri: Variational Inequalities and Network Equilibrium Problems, Springer, Berlin (1995).https://doi.org/10.1007/978-1-4899-1358-6Google Scholar
- F. Giannessi, A. Maugeri, P. M. Pardalos: Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models, Kluwer, Dordrecht (2004).https://doi.org/10.1007/b101835Google Scholar
- K. Goebel, W. A. Kirk: Topics on Metric Fixed Point Theory, Cambridge University Press, Cambridge (1990).https://doi.org/10.1017/CBO9780511526152Google Scholar
- J. K. Kim, P. N. Anh, J. M. Nam: Strong convergence of an extragradient method for equi-librium problems and fixed point problems, J. Korean Math. Soc. 49 (2012) 187–200.https://doi.org/10.4134/JKMS.2012.49.1.187Google Scholar
- I. V. Konnov: Combined Relaxation Methods for Variational Inequalities, Springer, Berlin (2000).https://doi.org/10.1007/978-3-642-56886-2Google Scholar
- I. V. Konnov: Application of the proximal point method to nonmonotone equilibrium problems, J. Optim. Theory Appl. 119 (2003) 317–333.https://doi.org/10.1023/B:JOTA.0000005448.12716.24Google Scholar
- H. A. Le Thi, P. D. Tao, N. N. Canh, N. V. Thoai: DC programming techniques for solving a class of nonlinear bilevel programs, J. Global Optim. 44 (2009) 313–337.https://doi.org/10.1007/s10898-008-9325-7Google Scholar
- H. A. Le Thi, P. D. Tao, L. D. Muu: DC optimization approach for optimizing over the efficient set, Oper. Res. Lett. 19 (1996) 117–128.https://doi.org/10.1016/0167-6377(96)00022-3Google Scholar
- P. E. Maingé, A. Moudafi: Convergence of new inertial proximal methods for DC programming, SIAM J. Opt. 19 (2008) 397–413.https://doi.org/10.1137/060655183Google Scholar
- W. R. Mann: Mean value methods in iteration, Proc. Amer. Math. Soc. 4 (1953) 506–510.https://doi.org/10.1090/S0002-9939-1953-0054846-3Google Scholar
- B. Martinet: Régularisation d’inéquations variationelles par approximations successives, Rev. Franc. Automat. Inform. 4 (1970) 154–159.https://doi.org/10.1051/m2an/197004R301541Google Scholar
- G. Mastroeni: On auxiliary principle for equilibrium problems, in: Equilibrium Problems and Variational Models, P. Daniele, F. Giannessi, A. Maugeri (eds.), Kluwer, Dordrecht (2003) 289–298.https://doi.org/10.1007/978-1-4613-0239-1_15Google Scholar
- L. D. Muu, V. H. Nguyen, N. V. Quy: On Nash-Cournot oligopolistic market equilibrium models with concave cost functions, J. Global Optim. 41 (2008) 351–364.https://doi.org/10.1007/s10898-007-9243-0Google Scholar
- T. T. V. Nguyen, J. J. Strodiot, V. H. Nguyen: A bundle method for solving equilibrium problems, Math. Program. 116 (2009) 529–552.https://doi.org/10.1007/s10107-007-0112-xGoogle Scholar
- M. A. Noor: Auxiliary principle technique for equilibrium problems, J. Optim. Theory App. 122 (2004) 371–386.https://doi.org/10.1023/B:JOTA.0000042526.24671.b2Google Scholar
- M. Pappalardo, G. Mastroeni, M. Passacantando: Merit functions: a bridge between optimization and equilibria, Annals Oper. Res. 240 (2016) 271–299.https://doi.org/10.1007/s10479-015-2013-3Google Scholar
- D. T. Pham: Algorithms for solving a class of nonconvex optimization problems, methods of subgradients, North-Holland Math. Stud. 129 (1986) 249–271.https://doi.org/10.1016/S0304-0208(08)72402-2Google Scholar
- D. T. Pham, L. T. H. An: Convex analysis approach to DC programming: Theory, algorithms and applications, Acta Math. Vietnamica 22 (1997) 289–355.Google Scholar
- D. T. Pham, L. T. H. An: A D.C. optimization algorithm for solving the trust region problem, SIAM J. Optim. 8 (1998) 476–505.https://doi.org/10.1137/S1052623494274313Google Scholar
- T. D. Quoc, P. N. Anh, L. D. Muu: Dual extragradient algorithms to equilibrium problems, J. Global Optim. 52 (2012) 139–159.https://doi.org/10.1007/s10898-011-9693-2Google Scholar
- R. T. Rockafellar: Convex Analysis, Princeton University Press, Princeton (1970).https://doi.org/10.1515/9781400873173Google Scholar
- R. T. Rockafellar: Monotone operators and the proximal point algorithm, SIAM J. Control Optim. 14 (1976) 877–898.https://doi.org/10.1137/0314056Google Scholar
- D. Q. Tran, L. D. Muu, V. H. Nguyen: Extragradient algorithms extended to equilibrium problems, Optim. 57 (2008) 749–776.https://doi.org/10.1080/02331930601122876Google Scholar
- H. K. Xu: Viscosity approximation methods for nonexpansive mappings, J. Math. Anal. Appl. 298 (2004) 279–291.https://doi.org/10.1016/j.jmaa.2004.04.059Google Scholar
- K. Yosida: Functional Analysis, Springer, Berlin (1964).https://doi.org/10.1007/978-3-642-52814-9Google Scholar
Suggested citation
Published by Heldermann Verlag, 2020. Rights now held by Banach Press.
