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Convergence analysis of the proximal point algorithm for pseudo-monotone equilibrium problems.

Authors :
Khatibzadeh, Hadi
Mohebbi, Vahid
Ranjbar, Sajad
Source :
Optimization Methods & Software. Dec2015, Vol. 30 Issue 6, p1146-1163. 18p.
Publication Year :
2015

Abstract

In this paper, we study the weak and strong convergence of the proximal point algorithm for equilibrium problems of pseudo-monotone type in Hilbert spaces. We prove the weak convergence of the generated sequence to a common solution of two equilibrium problems and some strong convergence results with additional assumptions on pseudo-monotone bifunctions. Then we study a regularization of Halpern-type and prove the strong convergence of the generated sequence to an equilibrium point of two pseudo-monotone bifunctions without any additional assumption on bifunctions. Finally, some examples of pseudo-monotone bifunctions from pseudo-monotone operators and Nash-Cournot oligopolistic equilibrium models are also presented. Our results extend some similar results in the literature for monotone and pseudo-monotone equilibrium problems and also the related results for variational inequalities associated with monotone and pseudo-monotone operators. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10556788
Volume :
30
Issue :
6
Database :
Academic Search Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
109908011
Full Text :
https://doi.org/10.1080/10556788.2015.1025402