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Journal of Global Optimization

, Volume 73, Issue 4, pp 849–868 | Cite as

A subgradient algorithm for a class of nonlinear split feasibility problems: application to jointly constrained Nash equilibrium models

  • Le Hai YenEmail author
  • Nguyen Thi Thanh Huyen
  • Le Dung Muu
Article
  • 193 Downloads

Abstract

In this paper we propose an algorithm for solving the split feasibility problem \(x\in C, Ax\in Q\) with C being the solution set of an equilibrium problem and A can be nonlinear. The proposed algorithm is a combination between the projection method for the equilibrium problem and the gradient method for the inclusion \(Ax\in Q\). The convergence of the algorithm is investigated. A numerical example for a jointly constrained Nash equilibrium model in electricity production market is provided to demonstrate the behavior of the algorithm.

Keywords

Nonlinear split feasibility Equilibria Subgradient method Quasiconvexity Nash model 

Notes

Acknowledgements

We would like to thank the editor and the referees very much for their useful comments, remarks and suggestions that helped us very much to improve quality of the paper. The first author would also like to thank the Vietnam Institute for Advanced Study in Mathematics (VIASM) for the support during her visit.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Institute of MathematicsVASTHanoiVietnam
  2. 2.Department of Mathematics and InformaticsThainguyen University of SciencesThai NguyenVietnam
  3. 3.TIMAS, Thang Long University and Institute of MathematicsVASTHanoiVietnam

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