Combined relaxation method for solving vector equilibrium problems

From MaRDI portal





We start with a consideration of a rather general scalar equilibrium problem, which involves solving a certain system of equilibrium problems. To this end, we construct a simple iterative method whose convergence is to be proved without additional assumptions, such as smoothness and/or strict convex-concavity of the main functions, stability of the solution set, etc. Moreover, the method's scheme does not require solving complicated auxiliary problems, such as those of linear or quadratic programming, at each iteration. The method we suggest is a certain modification and extension of methods, which were used for solving the usual scalar equilibrium problems. We also describe various ways of reducing the vector equilibrium problems to the special scalar one under consideration. In doing so, we consider problems with both Pareto and lexicographic preference relations.











This page was built for publication: Combined relaxation method for solving vector equilibrium problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1380196)