A bundle method for solving equilibrium problems (Q959957): Difference between revisions

Basing on the auxiliary problem principle, the authors study a boundle method for solving the nonsmooth convex equilibrium problem: finding \(x^* \in C\) such that \(f(x^*,y) \geq 0 \,\,{\text{for all}}\,\, y \in C\), and prove the convergence theorems for the general algorithm. Using a bundle strategy an implementable version of this algorithm is proposed together with the convergence results for the bundle algorithm. Some applications to variational inequality problems are also given.