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Gap functions and penalization for solving equilibrium problems with nonlinear constraints

Bigi, Giancarlo and Passacantando, Mauro (2011) Gap functions and penalization for solving equilibrium problems with nonlinear constraints. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    Abstract

    The paper deals with equilibrium problems (EPs) with nonlinear convex constraints. First, EP is reformulated as a global optimization problem introducing a class of gap functions, in which the feasible set of EP is replaced by a polyhedral approximation. Then, an algorithm is given for solving EP through a descent type procedure related to exact penalties of the gap functions and its global convergence is proved. Finally, the algorithm is tested on a network oligopoly problem with nonlinear congestion constraints<br />

    Item Type: Book
    Uncontrolled Keywords: equilibrium problems, gap function, exact penalization, descent direction
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 04 Dec 2014 09:17
    Last Modified: 04 Dec 2014 09:17
    URI: http://eprints.adm.unipi.it/id/eprint/2273

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