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We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general approach under modest assumptions. More specifically, the convexity criterion might not be satisfied by the objective function. Unlike descent line-search algorithms, it does not require an initial step-size to be determined by a previously determined Lipschitz constant. The process's primary characteristic is its gradual step-size reduction up until a predetermined condition is met. It can be specifically applied to offer an innovative multi-gradient projection method for unbounded constrained optimization issues. Preliminary findings from a few computational examples confirm the accuracy of the strategy. We apply the proposed technique to some multi-task learning experiments to show its efficacy for large-scale challenges.

We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration is a normal-subgradient, while the step-size is updated avoiding Lipschitz-type conditions. The algorithm is convergent to a $\rho$- quasi-solution with any positive $\rho$ if the bifunction $f$ is semistrictly quasiconvex in its second variable, while it converges to the solution when $f$ is strongly quasiconvex. Neither monotoniciy nor Lipschitz property is required., Comment: 1. The title has been changed

The equilibrium problem defined by the Nikaid\^o-Isoda-Fan inequality contains a number of problems such as optimization, variational inequality, Kakutani fixed point, Nash equilibria, and others as special cases. This paper presents a picture for the relationship between the fixed points of the Moreau proximal mapping and the solutions of the equilibrium problem that satisfies some kinds of monotonicity and Lipschitz-type condition., Comment: 14 pages

In this paper, we studied the equilibrium problem where the bi-function may be quasiconvex with respect to the second variable and the feasible set is the intersection of a finite number of convex sets. We propose a projection-algorithm, where the projection can be computed independently onto each component set. The convergence of the algorithm is investigated and numerical examples for a variational inequality problem involving affine fractional operator are provided to demonstrate the behavior of the algorithm.

In this paper we propose a subgradient algorithm for solving the equilibrium problem where the bifunction may be quasiconvex with respect to the second variable. The convergence of the algorithm is investigated. A numerical example for a generalized variational inequality problem is provided to demonstrate the behavior of the algorithm.

In this paper an explicit algorithm is proposed for solving an equilibrium problem whose associated bifunction is pseudomonotone and satisfies a Lipschitz-type condition. Contrary to many algorithms, our algorithm is done without using explicitly the Lipschitz constants of bifunction although its convergence is obtained under such that condition. The introduced method is a form of proximal-like method whose steplengths are explicitly generated at each iteration without using any linesearch procedure. First we prove the convergence of the algorithm, and after we establish its $R$-linear rate of convergence under the assumption of strong pseudomonotonicity of the bifunction. Afterwards several numerical results are displayed to illustrate and to compare the behavior of the new algorithm with other ones., Comment: 14 pages, 6 figures, submitted

We consider Nash-Cournot oligopolistic equilibrium models involving separable concave cost functions. In contrast to the models with linear and convex cost functions, in these models a local equilibrium point may not be a global one. We propose algorithms for finding global and local equilibrium points for the models having separable concave cost functions. The proposed algorithms use the convex envelope of a separable concave cost function over boxes to approximate a concave cost model with an affine cost one. The latter is equivalent to a strongly convex quadratic program that can be solved efficiently. To obtain better approximate solutions the algorithms use an adaptive rectangular bisection which is performed only in the space of concave variables Computational results on a lot number of randomly generated data show that the proposed algorithm for global equilibrium point are efficient for the models with moderate number of concave cost functions while the algorithm for local equilibrium point can solve efficiently the models with much larger size.

We consider the problem of finding a fixed point of a nonexpansive mapping, which is also a solution of a pseudo-monotone equilibrium problem, where the bifunction in the equilibrium problem is the sum of two ones. We propose a splitting algorithm combining the gradient method for equilibrium problem and the Mann iteration scheme for fixed points of nonexpansive mappings. At each iteration of the algorithm, two strongly convex subprograms are required to solve separately, one for each of the component bifunctions. Our main result states that, under paramonotonicity property of the given bifunction, the algorithm converges to a solution without any Lipschitz type condition as well as H\"older continuity of the bifunctions involved.

It is well known that the projection method is not convergent for monotone equilibrium problems. Recently Sosa \textit{et al.} in \cite{SS2011} proposed a projection algorithm ensuring convergence for paramonotone equilibrium problems. In this paper we modify this algorithm to obtain a splitting convergent one for the case when the bifunction is the sum of the two ones. At each iteration, two strongly convex subprograms are required to solve separately, one for each component bifunction. We show that the algorithm is convergent for paramonotone bifunction without any Lipschitz type condition as well as H\"older continuity of the involved bifunctions. Furthermore, we show that the ergodic sequence defined by the algorithm's iterates converges to a solution without paramonotonicity property. We use the proposed algorithm to solve a jointly constrained Cournot-Nash model. The computational results show that this algorithm is efficient for the model with a restart strategy., Comment: 11 pages, 28 references, no figures

In this paper we propose and analyze three parallel hybrid extragradient methods for finding a common element of the set of solutions of equilibrium problems involving pseudomonotone bifunctions and the set of fixed points of nonexpansive mappings in a real Hilbert space. Based on parallel computation we can reduce the overall computational effort under widely used conditions on the bifunctions and the nonexpansive mappings.A simple numerical example is given to illustrate the proposed parallel algorithms., Comment: 21 pages, 1 table in Numerical Algorithms (2015)

A mathematical programming problem with affine equilibrium constraints (AMPEC) is a bilevel programming problem where the lower one is a parametric affine variational inequality. We formulate some classes of bilevel programming in forms of MPEC. Then we use a regularization technique to formulate the resulting problem as a mathematical program with an additional constraint defined by the difference of two convex functions (DC function). A main feature of this DC decomposition is that the second component depends upon only the parameter in the lower problem. This property allows us to develop branch-and-bound algorithms for globally solving AMPEC where the adaptive rectangular bisection takes place only in the space of the parameter. As an example, we use the proposed algorithm to solve a bilevel Nash-Cournot equilibrium market model. Computational results show the efficiency of the proposed algorithm., Comment: 17 pages

Unlike convex case, a local equilibrium point of a nonconvex Nash-Cournot oligopolistic equilibrium problem may not be a global one. Finding such a local equilibrium point or even a stationary point of this problem is not an easy task. This paper deals with a numerical method for Nash-Cournot equilibrium models involving nonconvex cost functions. We develop a local method to compute a stationary point of this class of problems. The convergence of the algorithm is proved and its complexity is estimated under certain assumptions. Numerical examples are implemented to illustrate the convergence behavior of the proposed algorithm., Comment: 13 pages