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An interior proximal point method with phi-divergence for Equilibrium Problems

Paulo Oliveira(poliveir***at***cos.ufrj.br)
Paulo Santos(psergio***at***ufpi.edu.br)
Afonso Silva(afonsonorberto***at***gmail.com)
Arnaldo Brito(bsarnaldo***at***gmail.com)

Abstract: In this paper, we consider the problem of general equilibrium in a  finite-dimensional space on a closed convex set. For solving this problem, we developed an interior proximal point algorithm with phi-divergence. Under reasonable assumptions, we prove that the sequence generated by the algorithm converges to a solution of the Equilibrium Problem, when the regularization parameters are bounded.

Keywords: Equilibrium problem  interior proximal point method  phi-divergence proximal distance

Category 1: Applications -- OR and Management Sciences

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Citation:

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Entry Submitted: 05/07/2013
Entry Accepted: 05/08/2013
Entry Last Modified: 05/07/2013

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