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Descent and Penalization Techniques for Equilibrium Problems with Nonlinear Constraints

Bigi, Giancarlo and Passacantando, Mauro (2012) Descent and Penalization Techniques for Equilibrium Problems with Nonlinear Constraints. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    Abstract

    This paper deals with equilibrium problems with nonlinear constraints. Exploiting the gap function recently introduced by the authors, which rely on a polyhedral approximation of the feasible region, we propose two descent methods. They are both based on the minimization of a suitable exact penalty function, but they use different rules for updating the penalization parameter and they rely on different types of line search. The convergence of both algorithms is proved under standard assumptions.

    Item Type: Book
    Uncontrolled Keywords: Equilibria, constraint linearization, gap function, exact penalization
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 03 Dec 2014 17:17
    Last Modified: 03 Dec 2014 17:17
    URI: http://eprints.adm.unipi.it/id/eprint/2296

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