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Solving non-monotone equilibrium problems via a DIRECT-type approach

Stefano, Lucidi and Mauro, Passacantando and Francesco, Rinaldi Solving non-monotone equilibrium problems via a DIRECT-type approach. (Submitted)

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A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrained global optimization program and some bounds on the Lipschitz constant of such functions are provided. The proposed global optimization approach is a combination of an improved version of the DIRECT algorithm, which exploits local bounds of the Lipschitz constant of the objective function, with local minimizations. Unlike most existing solution methods for EPs, no monotonicity-type condition is assumed in this paper. Preliminary numerical results on several classes of EPs show the e�ectiveness of the approach.

Item Type: Article
Subjects: Area01 - Scienze matematiche e informatiche > MAT/09 - Ricerca operativa
Divisions: Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA
Depositing User: Prof. Mauro Passacantando
Date Deposited: 14 Jun 2021 07:29
Last Modified: 14 Jun 2021 07:29
URI: http://eprints.adm.unipi.it/id/eprint/2396

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