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Low-cost modification of Korpelevich’s methods for monotone equilibrium problems

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Abstract

A modification of Korpelevich’s method with one metric projection onto the feasible set at an iteration step is proposed to solve monotone equilibrium problems. The weak convergence of the modified method is proved.

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Authors and Affiliations

  1. Taras Shevchenko National University, Kyiv, Ukraine

    S. I. Lyashko, V. V. Semenov & T. A. Voitova

Authors
  1. S. I. Lyashko
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  2. V. V. Semenov
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  3. T. A. Voitova
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Corresponding author

Correspondence to S. I. Lyashko.

Additional information

This work was carried out under the financial support of the State Fund of Fundamental Investigations of Ukraine.

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 146–154, July–August 2011.

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Lyashko, S.I., Semenov, V.V. & Voitova, T.A. Low-cost modification of Korpelevich’s methods for monotone equilibrium problems. Cybern Syst Anal 47, 631–639 (2011). https://doi.org/10.1007/s10559-011-9343-1

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  • DOI: https://doi.org/10.1007/s10559-011-9343-1

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