A new solution method for equilibrium problems. (English) Zbl 1237.90253
Summary: A globally convergent algorithm for equilibrium problems with differentiable bifunctions is proposed. The algorithm is based on descent directions of a suitable family of gap functions. The novelty of the approach is that assumptions which guarantee that the stationary points of the gap functions are global optima are not required.
MSC:
| 90C47 | Minimax problems in mathematical programming |
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 49K35 | Optimality conditions for minimax problems |
| 49M37 | Numerical methods based on nonlinear programming |
| 65K10 | Numerical optimization and variational techniques |
