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Novel self-adaptive algorithms for non-Lipschitz equilibrium problems with applications

Author

Listed:
  • Pham Ky Anh

    (Vietnam National University)

  • Trinh Ngoc Hai

    (Hanoi University of Science and Technology)

Abstract

In this paper, we introduce two self-adaptive algorithms for solving a class of non-Lipschitz equilibrium problems. These algorithms are very simple in the sense that at each step, they require only one projection onto a feasible set. Their convergence can be established under quite mild assumptions. More precisely, the weak (strong) convergence of the first algorithm is proved under the pseudo-paramonotonicity (strong pseudomonotonicity) conditions, respectively. Especially, the convexity in the second argument of the involving bifunction is not required. In the second algorithm, the weak convergence is established under the pseudomonotonicity. Moreover, it is proved that under some additional conditions, the solvability of the equilibrium problem is equivalent to the boundedness of the sequences generated by the proposed algorithms. Some applications to the optimization problems and variational inequality problems as well as to transport equilibrium problems are also considered.

Suggested Citation

  • Pham Ky Anh & Trinh Ngoc Hai, 2019. "Novel self-adaptive algorithms for non-Lipschitz equilibrium problems with applications," Journal of Global Optimization, Springer, vol. 73(3), pages 637-657, March.
    • Handle: RePEc:spr:jglopt:v:73:y:2019:i:3:d:10.1007_s10898-018-0722-2
    DOI: 10.1007/s10898-018-0722-2
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    References listed on IDEAS

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    1. Phan Vuong & Jean Strodiot & Van Nguyen, 2014. "Projected viscosity subgradient methods for variational inequalities with equilibrium problem constraints in Hilbert spaces," Journal of Global Optimization, Springer, vol. 59(1), pages 173-190, May.
    2. Le Quang Thuy & Trinh Ngoc Hai, 2017. "A Projected Subgradient Algorithm for Bilevel Equilibrium Problems and Applications," Journal of Optimization Theory and Applications, Springer, vol. 175(2), pages 411-431, November.
    3. P. Anh & T. Hai & P. Tuan, 2016. "On ergodic algorithms for equilibrium problems," Journal of Global Optimization, Springer, vol. 64(1), pages 179-195, January.
    4. J. Bello Cruz & A. Iusem, 2010. "Convergence of direct methods for paramonotone variational inequalities," Computational Optimization and Applications, Springer, vol. 46(2), pages 247-263, June.
    5. L. D. Muu & T. D. Quoc, 2009. "Regularization Algorithms for Solving Monotone Ky Fan Inequalities with Application to a Nash-Cournot Equilibrium Model," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 185-204, July.
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