A linesearch projection algorithm for solving equilibrium problems without monotonicity in Hilbert spaces

Numerical solutions to equations with nonlinear operators (65J15) Numerical methods for variational inequalities and related problems (65K15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

arXiv classification

math.OC

Abstract: We propose a linesearch projection algorithm for solving non-monotone and non-Lipschitzian equilibrium problems in Hilbert spaces. It is proved that the sequence generated by the proposed algorithm converges strongly to a solution of the equilibrium problem under the assumption that the solution set of the associated Minty equilibrium problem is nonempty. Compared with existing methods, we do not employ Fej'{e}r monotonicity in the strategy of proving the convergence. This comes from projecting a fixed point instead of the current point onto a subset of the feasible set at each iteration. Moreover, employing an Armijo-linesearch without subgradient has a great advantage in CPU-time. Some numerical experiments demonstrate the efficiency and strength of the presented algorithm.

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