Implementation of augmented Lagrangian methods for equilibrium problems

DOI10.1007/S10957-015-0846-1MaRDI QIDQ283946zbMATH OpenOpenAlexFDO

Authors Mostafa Nasri, Luiz Carlos Matioli, Euda Mara Da Silva Ferreira, Adilson da Silveira

Publication date 17 May 2016

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-015-0846-1

zbMATH Keywords

augmented Lagrangianequilibrium problemNewton methodNash equilibrium problemsubgradient method

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Existence of solutions for minimax problems (49J35)

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Cited in

(8)

• Making augmented Lagrangian methods computer amenable for equilibrium problems
• An Augmented Lagrangian‐Based Approach to the Oseen Problem
• scientific article; zbMATH DE number 2010164 (Why is no real title available?)
• Exponential augmented Lagrangian methods for equilibrium problems
• A proximal Newton-type method for equilibrium problems
• A quasi-Newton type method for equilibrium problems
• New approaches to portfolio optimization using drawdown to measure risk aversion
• A proximal augmented Lagrangian method for equilibrium problems

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