An outer approximation algorithm for equilibrium problems in Hilbert spaces

被引:4
|
作者
Santos, P. S. M. [1 ]
Scheimberg, S. [2 ]
机构
[1] Univ Fed Piaui, Programa Posgrad Matemat, Teresina, PI, Brazil
[2] COPPE UFRJ, Inst Matemat, Programa Engn Sistemas & Comp, Ctr Tecnol, Rio De Janeiro, RJ, Brazil
来源
OPTIMIZATION METHODS & SOFTWARE | 2015年 / 30卷 / 02期
关键词
equilibrium problem; proximal method; Mosco convergence; outer approximations; PROXIMAL POINT METHOD;
D O I
10.1080/10556788.2014.961019
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We introduce an algorithm for solving non-smooth equilibrium problems in real Hilbert spaces. At each iteration, a regularized proximal-like equilibrium problem on a suitable outer approximation of the original constraint set is considered. We prove, under standard assumptions, that the sequence generated by the algorithm converges weakly to a solution of the problem. Some numerical experience with the algorithm is reported.
引用
收藏
页码:379 / 390
页数:12
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