On penalty methods for non monotone equilibrium problems

On penalty methods for non monotone equilibrium problems

We consider a general equilibrium problem under weak coercivity conditions in a finite-dimensional space setting. It appears such a condition provides convergence of the general penalty method without any monotonicity assumptions. We also show that the regularized version of the penalty method enabl...

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Veröffentlicht in:Journal of global optimization 2014-05, Vol.59 (1), p.131-138
1. Verfasser: Konnov, I. V.
Format: Artikel
Sprache:eng
Schlagworte:
Coercive force
Coercivity
Computer Science
Convergence
Equilibrium
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Real Functions
Regularization methods
Studies
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Beschreibung
Zusammenfassung:We consider a general equilibrium problem under weak coercivity conditions in a finite-dimensional space setting. It appears such a condition provides convergence of the general penalty method without any monotonicity assumptions. We also show that the regularized version of the penalty method enables us to further weaken the coercivity condition.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-013-0082-x