Equilibrium programming using proximal-like algorithms

Data:	1997
Resum:	We compute constrained equilibria satisfying an optimality condition. Important examples include convex programming, saddle problems, noncooperative games, and variational inequalities. Under a monotonicity hypothesis we show that equilibrium solutions can be found via iterative convex minimization. In the main algorithm each stage of computation requires two proximal steps, possibly using Bregman functions. One step serves to predict the next point; the other helps to correct the new prediction. To enhance practical applicability we tolerate numerical errors. .
Drets:	Tots els drets reservats.
Llengua:	Anglès
Document:	Article ; recerca ; Versió publicada
Matèria:	Equilibrium problems ; Convex programming ; Saddle problems ; Non-cooperative games ; Variational inequalities ; Quasi-monotonicity ; Proximal point algorithms ; Bregman distances
Publicat a:	Mathematical Programming, vol. 78 n. 1 (1997) p. 29-41, ISSN 0025-5610

13 p, 621.7 KB

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