Abstract
We consider a general equilibrium problem defined on a convex set, whose cost bifunction may not be monotone. We show that this problem can be solved by the inexact proximal point method if there exists a solution to the dual problem. An application of this approach to nonlinearly constrained problems is also suggested.
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Konnov, I. Application of the Proximal Point Method to Nonmonotone Equilibrium Problems. Journal of Optimization Theory and Applications 119, 317–333 (2003). https://doi.org/10.1023/B:JOTA.0000005448.12716.24
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DOI: https://doi.org/10.1023/B:JOTA.0000005448.12716.24