Combined relaxation method for monotone equilibrium problems

Authors
Konnov, IV
Citation
Iv. Konnov, Combined relaxation method for monotone equilibrium problems, J OPTIM TH, 111(2), 2001, pp. 327-340
Citations number
15
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
111
Issue
2
Year of publication
2001
Pages
327 - 340
Database
ISI
SICI code
0022-3239(200111)111:2<327:CRMFME>2.0.ZU;2-L
Abstract
A scalar equilibrium problem which involves a monotone differentiable cost bifunction is considered. For such bifunction, a skew-symmetric type proper ty with respect to the partial gradients is established. This property enab les us to construct a new combined relaxation method and essentially simpli fy its line search procedure. An application to an inverse equilibrium prob lem is also presented.