Bigi, Giancarlo and Passacantando, Mauro (2018) Convergence of the fixed point algorithm for quasi-equilibria. Technical Report del Dipartimento di Informatica, TR . University of Pisa, Pisa, IT. (Submitted)
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Official URL: https://www.di.unipi.it/it/ricerca/TR
Abstract
An algorithm for solving quasi-equilibrium problems (QEPs) is proposed relying on the sequential inexact resolution of equilibrium problems. First, we reformulate QEP as the fixed point problem of a set-valued map and analyse its Lipschitz continuity under strong monotonicity assumptions. Then, a few classes of QEPs satisfying these assumptions are identified. Finally, we devise an algorithm that computes an inexact solution of an equilibrium problem at each iteration and we prove its global convergence.
Item Type: | Book |
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Subjects: | Area01 - Scienze matematiche e informatiche > MAT/09 - Ricerca operativa Area13 - Scienze economiche e statistiche > SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie |
Divisions: | Dipartimenti (from 2013) > DIPARTIMENTO DI INFORMATICA |
Depositing User: | Giancarlo Bigi |
Date Deposited: | 25 Sep 2018 12:41 |
Last Modified: | 25 Sep 2018 12:41 |
URI: | http://eprints.adm.unipi.it/id/eprint/2389 |
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