The interior linearization method for equilibrium programming problems

MaRDI QIDQ5954752zbMATH OpenFDO

Authors Anatoliǐ Sergeevich Antipin

Publication date 12 January 2003

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

zbMATH Keywords

biconvexitybidifferentiabilityconvergenceequilibrium programming problemfixed pointinterior linearization methodsolution

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

Review text

The paper is devoted to an equilibrium programming problem. The concepts of bidifferentiability and biconvexity are introduced, and their properties are discussed. It is shown that the general equilibrium problem can be represented as the sum of a potential and a skew-symmetric problem. An interior linearization method is proposed for calculating an equilibrium solution. The convergence of the method is proved, and the rate of convergence is estimated.

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(7)

• Interior point methods for equilibrium problems
• Interior proximal methods for equilibrium programming: part I
• On the interior point method for solving thermodynamic equilibrium problems
• An interior approximal method for solving pseudomonotone equilibrium problems
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• scientific article; zbMATH DE number 5021908 (Why is no real title available?)
• Interior Proximal Methods for equilibrium programming: part II

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