Splitting of the gradient approach for solving extreme inclusions

MaRDI QIDQ1571195zbMATH OpenFDO

Authors Anatoliǐ Sergeevich Antipin

Publication date 14 August 2001

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convexequilibriumextreme mappingfixed pointgradient methodoptimizationsaddle-point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) (n)-person games, (n>2) (91A06)

Review text

The author considers the problem of calculating a fixed point of an extreme mapping. A new approach is proposed in which the solution of the original equilibrium problem reduces to the combined solution of an optimization problem and a saddle-point problem. The convergence of the prediction-type gradient method to a stationary point is proved in the nonconvex case, and the monotonic convergence is established in the convex case.

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(4)

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