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 inR.A.I.R.O. Recherche opérationnelle Vol. 40; no. 1; pp. 37 - 52
Main Authors Raupp, Fernanda M.P., Sosa, Wilfredo
Format Journal Article
LanguageEnglish
Published Paris EDP Sciences 01.01.2006
Subjects
90C25
90C51
analytic center cutting plane algorithm
Applied sciences
convex feasibility problem
Equilibrium problems
Exact sciences and technology
Game theory
Mathematical programming
Operational research and scientific management
Operational research. Management science
Nash strategy
Cutting plane method
Convex programming
Game theory
Equilibrium point
90C51
analytic center cutting plane algorithm. 90C25
Equilibrium problem
Variational inequality
Non cooperative game
Equilibrium problems
Algorithm complexity
convex feasibility problem
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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.
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