A predictor-corrector method for solving equilibrium problems

DOI10.1155/2014/313217MaRDI QIDQ1723834zbMATH OpenOpenAlexWikidataFDO

Authors Zong-Ke Bao, Ming Huang, Xi-Qiang Xia

Publication date 14 February 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/313217

zbMATH Keywords

nonsmooth convex equilibriumpredictor-corrector method

Mathematics Subject Classification ID

Variational inequalities (49J40) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Summary: We suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new prediction. At the same time, we present convergence analysis under perfect foresight and imperfect one. In particular, we introduce a stopping criterion which gives rise to \(\Delta\)-stationary points. Moreover, we apply this algorithm for solving the particular case: variational inequalities.

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Cited in

(5)

• scientific article; zbMATH DE number 6692215 (Why is no real title available?)
• A predictor-corrector algorithm for multivalued general equilibrium problems
• Predictor-corrector algorithms for solving generalized mixed implicit quasi-equilibrium problems
• On a predictor-corrector method for solving invex equilibrium problems
• A bundle method for solving equilibrium problems

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