A bundle method for solving equilibrium problems
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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.
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Cited in
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