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Relaxed-Inertial Proximal Point Algorithms for Nonconvex Equilibrium Problems with Applications

Author

Listed:
  • Sorin-Mihai Grad

    (Institut Polytechnique de Paris)

  • Felipe Lara

    (Universidad de Tarapacá)

  • Raúl Tintaya Marcavillaca

    (Universidad de Tarapacá)

Abstract

We propose a relaxed-inertial proximal point algorithm for solving equilibrium problems involving bifunctions which satisfy in the second variable a generalized convexity notion called strong quasiconvexity, introduced by Polyak (Sov Math Dokl 7:72–75, 1966). The method is suitable for solving mixed variational inequalities and inverse mixed variational inequalities involving strongly quasiconvex functions, as these can be written as special cases of equilibrium problems. Numerical experiments where the performance of the proposed algorithm outperforms one of the standard proximal point methods are provided, too.

Suggested Citation

  • Sorin-Mihai Grad & Felipe Lara & Raúl Tintaya Marcavillaca, 2024. "Relaxed-Inertial Proximal Point Algorithms for Nonconvex Equilibrium Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 203(3), pages 2233-2262, December.
    • Handle: RePEc:spr:joptap:v:203:y:2024:i:3:d:10.1007_s10957-023-02375-1
    DOI: 10.1007/s10957-023-02375-1
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    References listed on IDEAS

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    1. Dang Hieu, 2018. "An inertial-like proximal algorithm for equilibrium problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 399-415, December.
    2. Alfredo Iusem & Felipe Lara, 2019. "Optimality Conditions for Vector Equilibrium Problems with Applications," Journal of Optimization Theory and Applications, Springer, vol. 180(1), pages 187-206, January.
    3. F. Lara, 2022. "On Strongly Quasiconvex Functions: Existence Results and Proximal Point Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 891-911, March.
    4. VIAL, Jean-Philippe, 1982. "Strong convexity of sets and functions," LIDAM Reprints CORE 475, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Nina Ovcharova & Joachim Gwinner, 2016. "Semicoercive Variational Inequalities: From Existence to Numerical Solution of Nonmonotone Contact Problems," Journal of Optimization Theory and Applications, Springer, vol. 171(2), pages 422-439, November.
    6. Alfredo Iusem & Felipe Lara, 2019. "Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 122-138, October.
    7. Khalid Addi & Daniel Goeleven, 2017. "Complementarity and Variational Inequalities in Electronics," Springer Optimization and Its Applications, in: Nicholas J. Daras & Themistocles M. Rassias (ed.), Operations Research, Engineering, and Cyber Security, pages 1-43, Springer.
    8. A. Iusem & F. Lara, 2022. "Proximal Point Algorithms for Quasiconvex Pseudomonotone Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 443-461, June.
    9. Alfredo Iusem & Felipe Lara, 2020. "A Note on “Existence Results for Noncoercive Mixed Variational Inequalities in Finite Dimensional Spaces”," Journal of Optimization Theory and Applications, Springer, vol. 187(2), pages 607-608, November.
    10. Sorin-Mihai Grad & Felipe Lara, 2021. "Solving Mixed Variational Inequalities Beyond Convexity," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 565-580, August.
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