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 |
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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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