The application of a linearization method to solve nonsmooth equilibrium problems (Q1390395): Difference between revisions

The author studies the problem of finding a point of the set \(U^*=\{ u^* \in U |\Phi (u^*, v) \geq 0\), \(\forall v \in U\}\), where \(\Phi: U \times U \to \mathbb{R}\) is a continuous function such that \(\Phi (u, u)=0\), \(\forall u \in U; \Phi(\cdot, v)\) is a concave function for every \(v \in U\), and \(\Phi(u, \cdot)\) is a convex function for every \(u \in U\). The set \(U\) has the form \(U=\{ u \in \mathbb{R}^n |\langle a^i, u\rangle-\alpha_i \leq 0, i \in \{1, \dots, m \} \}\). To solve the problem the author proposes and investigates an iterative method \(u^{k+1}=P_k (u^k - t_k g^k); t_k>0, g^k \in \mathbb{R}^n\) with \(P_k: \mathbb{R}^n \to U\) a nonexpansive operator with respect to \(U: \|P_k(u)-w \|\leq \|u-w \|\forall u \in \mathbb{R}^n\), \(\forall w \in U\). The direction of moving \(g^k\) for each \(k\) is constructed by a finite iterative process based on sequential quadratic programming.