On ergodic algorithms for equilibrium problems
- 264 Downloads
In this paper, we present a new iteration method for solving monotone equilibrium problems. This new method is based on the ergodic iteration method Ronald and Bruck in (J Math Anal Appl 61:159–164, 1977) and the auxiliary problem principle Noor in (J Optim Theory Appl 122:371–386, 2004), but it includes the usage of symmetric and positive definite matrices. The proposed algorithm is very simple. Moreover, it simplifies the assumptions necessary in order to converge to the solution. Specifically, whereas previous methods require strong monotonicity and Lipschitz-type continuous conditions, our proposed method only requires weak monotonicity conditions. Applications to the generalized variational inequality problem and some numerical results are reported.
KeywordsEquilibrium problem Monotone Ergodic algorithm Auxiliary problem principle
Mathematics Subject Classification65 K10 90 C25
We are grateful to the anonymous referees for their really helpful and constructive comments that helped us very much to improve the original version of the paper substantially.
- 20.Konnov, I.V.: Combined Relaxation Methods for Variational Inequalities. Springer, Berlin (2000)Google Scholar
- 21.Mastroeni, G.: On auxiliary principle for equilibrium problems. In: Daniele, P., Giannessi, F., Maugeri, A. (eds.) Nonconvex Optimization and its Applications. Kluwer Academic Publishers, Dordrecht (2003)Google Scholar