A general class of relative optimization problems

DOI10.1007/S00186-021-00741-1MaRDI QIDQ2040437zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 July 2021

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.06243

zbMATH Keywords

descent methodsmetric spacesquasi-equilibrium problemsrelative optimizationsolution trajectories

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Management decision making, including multiple objectives (90B50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Other game-theoretic models (91A40) Decision theory (91B06)

Abstract: We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence finding their solutions may be rather difficult. We describe a rather general class of relative optimization problems in metric spaces, which in addition depend on the starting state. We also utilize quasi-equilibrium type formulations of these problems and show that they admit rather simple descent solution methods. This approach gives suitable trajectories tending to a relatively optimal state. We describe several examples of applications of these problems.

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Cites work

• Equilibrium formulations of relative optimization problems
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• scientific article; zbMATH DE number 1218462 (Why is no real title available?)
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Cited in

(3)

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• On a threshold descent method for quasi-equilibria

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