A proximal point algorithm with generalized proximal distances to BEPs

arXiv1407.1939MaRDI QIDQ6252955FDOQ6252955

Antoine Soubeyran, João X. Cruz Neto, J. O. Lopes, Pedro A. jun. Soares, G. C. Bento

Publication date: 7 July 2014

Abstract: We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequences generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of task's allocation in a hierarchical organization.

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Cognitive psychology (91E10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Iterative procedures involving nonlinear operators (47J25)

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