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D-gap functions and descent techniques for solving quilibrium problems

Bigi, Giancarlo and Passacantando, Mauro (2013) D-gap functions and descent techniques for solving quilibrium problems. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    A new algorithm for solving equilibrium problems with differentiable bifunctions is provided. The algorithm is based on descent directions of a suitable family of D-gap functions. Its convergence is proved under assumptions which do not guarantee the equivalence between the stationary points of the D-gap functions and the solutions of the equilibrium problem. Moreover, the algorithm does not require to set parameters according to thresholds which depend on regularity properties of the equilibrium bifunction. Finally, the results of preliminary numerical tests on Nash equilibrium problems with quadratic payoffs are reported.

    Item Type: Book
    Uncontrolled Keywords: Equilibrium problem, D-gap function, descent directions, monotonicity
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 22 Oct 2014 14:24
    Last Modified: 22 Oct 2014 14:24
    URI: http://eprints.adm.unipi.it/id/eprint/2311

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