An analytic center cutting plane algorithm for finding equilibrium points

• Published in: R.A.I.R.O. Recherche opérationnelle Vol. 40; no. 1; pp. 37 - 52
• Main Authors: Raupp, Fernanda M.P., Sosa, Wilfredo
• Format: Journal Article
• Language: English
• 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

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...