An analytic center cutting plane algorithm for finding equilibrium points
We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooper...
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Published in | R.A.I.R.O. Recherche opérationnelle Vol. 40; no. 1; pp. 37 - 52 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Paris
EDP Sciences
01.01.2006
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Subjects | |
Online Access | Get full text |
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Summary: | We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm. |
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Bibliography: | publisher-ID:ro0413 PII:S0399055906000084 istex:9D478D8A779712723CC397E974038DF1436F8C15 ark:/67375/80W-5H3LW4Z2-G ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0399-0559 1290-3868 |
DOI: | 10.1051/ro:2006008 |