A proximal augmented Lagrangian method for equilibrium problems

被引:2
|
作者
Mashreghi, Javad [1 ]
Nasri, Mostafa [1 ]
机构
[1] Univ Laval, Fac Sci & Genie, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
关键词
augmented Lagrangian method; Bregman distance; Bregman projection; cone constraint; equilibrium problem; proximal point method; MULTIPLIER METHODS; POINT METHOD; PENALTY; CONVERGENCE; DUALITY;
D O I
10.1080/00036811.2010.541447
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Considering a recently proposed proximal point method for equilibrium problems, we construct an augmented Lagrangian method for solving the same problem in reflexive Banach spaces with cone constraints generating a strongly convergent sequence to a certain solution of the problem. This is an inexact hybrid method meaning that at a certain iterate, a solution of an unconstrained equilibrium problem is found, allowing a proper error bound, followed by a Bregman projection of the initial iterate onto the intersection of two appropriate halfspaces. Assuming a set of reasonable hypotheses, we provide a full convergence analysis.
引用
收藏
页码:157 / 172
页数:16
相关论文
共 50 条
  • [1] An Augmented Lagrangian method for quasi-equilibrium problems
    L. F. Bueno
    G. Haeser
    F. Lara
    F. N. Rojas
    [J]. Computational Optimization and Applications, 2020, 76 : 737 - 766
  • [2] An Augmented Lagrangian method for quasi-equilibrium problems
    Bueno, L. F.
    Haeser, G.
    Lara, F.
    Rojas, F. N.
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2020, 76 (03) : 737 - 766
  • [3] An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
    Teng, Yue
    Yang, Li
    Song, Xiaoliang
    Yu, Bo
    [J]. NUMERICAL ALGORITHMS, 2020, 83 (03) : 833 - 866
  • [4] An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
    Yue Teng
    Li Yang
    Xiaoliang Song
    Bo Yu
    [J]. Numerical Algorithms, 2020, 83 : 833 - 866
  • [5] Implementation of Augmented Lagrangian Methods for Equilibrium Problems
    Mostafa Nasri
    Luiz Carlos Matioli
    Euda Mara Da Silva Ferreira
    Adilson da Silveira
    [J]. Journal of Optimization Theory and Applications, 2016, 168 : 971 - 991
  • [6] Exponential augmented Lagrangian methods for equilibrium problems
    Torrealba, E. M. R.
    Matioli, L. C.
    Nasri, M.
    Castillo, R. A.
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2022, 37 (01): : 295 - 319
  • [7] Implementation of Augmented Lagrangian Methods for Equilibrium Problems
    Nasri, Mostafa
    Matioli, Luiz Carlos
    Da Silva Ferreira, Euda Mara
    da Silveira, Adilson
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 168 (03) : 971 - 991
  • [8] A Proximal Augmented Lagrangian Method for Linearly Constrained Nonconvex Composite Optimization Problems
    Melo, Jefferson G.
    Monteiro, Renato D. C.
    Wang, Hairong
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 202 (01) : 388 - 420
  • [9] An augmented Lagrangian method for fretting problems
    Stromberg, N
    [J]. EUROPEAN JOURNAL OF MECHANICS A-SOLIDS, 1997, 16 (04) : 573 - 593
  • [10] The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization
    Dhingra, Neil K.
    Khong, Sei Zhen
    Jovanovic, Mihailo R.
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 64 (07) : 2861 - 2868