Regularized continuous extragradient method for a multicriterial equilibrium programming problem
type: Item
instance of: scholarly article
title: Regularized continuous extragradient method for a multicriterial equilibrium programming problem
zbMATH Open document ID: 1240.90357
DOI: 10.1134/S0012266110110066
author: F. P. Vasil'ev
author: Anatoliǐ Sergeevich Antipin
author: L. A. Artem'eva
published in: Differential Equations
publication date: 2011-04-01T00:00:00Z
review text: Consider the following problem: find a point \[ u_*= (w_*, \lambda^*, p^*)\in \Omega= W_0\times E^{m_2}_+\times E^{m_2}_+ \] satisfying the conditions \[ \begin{aligned} w_* &\in \text{Argmin}\{\langle\lambda^*, f(w)\rangle_{E^{m_2}}\mid g(w)\leq T_2 p^*,\,w\in W_0\},\\ \lambda^* &\in \text{Argmin}\{-\langle\lambda, f(w_*)- (1/2) T_1\lambda\rangle\mid\lambda\geq 0\},\\ p^* &\in \text{Argmin}\{-\langle p,g(w)_*)- (1/2) T_2p\rangle\mid p\geq 0\},\end{aligned} \] where \(W_0\) is a given closed convex set in the Euclidean space \(E^{m_1}\), \(f(w)= (f^1(w), f^2(w),\dots,\) \(f^{m_2}(w))^T\) and \(g(w)= (g^1(w), g^2(w),\dots, g^{m_3}(w))^T\) are continuously differentiable functions on \(W_0\) (\(T\) stands for transposition), \(\lambda= (\lambda^1,\lambda^2,\dots, \lambda^{m_2})^T\in E^{m_2}\) are variables \(p (p^1,p^2,\dots p^{m_2})^T\in E^{m_3}\) are Lagrange multipliers, \(T_1\) and \(T_2\) are square matrices of size \(m_2\) and \(m_3\), respectively, \[ \langle a,b\rangle_{E^m}= \sum^m_{i=1} a^i b^i \] is the inner product in \(E^m\), \(|a|= (\sum^m_{i=1} (a^i)^2)^{1/2}\) is the norm in \(E^m\), \(E^m_+= \{a= (a^1,\dots,a^m)^T: a^1\geq 0,\dots, a^m\geq 0\}\), and \(\text{Argmin}\{h(z)\mid t z\in Z\}\) is the set of points of minimum of a function \(h(z)\) on a set \(Z\). This problem includes as special cases the mathematical programming problem, the equilibrium (Pareto) multicriterial programming problem, and the minimization problem with an equilibrium choice of the feasible set. To solve the above problem, the authors suggest a regularized version of the continuous extragradient method, analyze its convergence, and construct a regularizing operator.
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 5873515
reviewed by: Fabián Flores-Bazan
MaRDI profile type: MaRDI publication profile
cites work: Q3965502
cites work: Q4002587
full work available at URL: s0012266110110066
OpenAlex ID: W2061360521
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description: scientific article; zbMATH DE number 5873515