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Num. Meth. Prog., 2012, Volume 13, Issue 2, Pages 316–323 (Mi vmp34)  

Вычислительные методы и приложения

A combined method of regularization and descent along a primal gap function for solving nonsmooth monotone equilibrium problems

O. V. Pinyagina

Institute of Computer Mathematics and Information Technologies, Kazan (Volga Region) Federal University

Abstract: A combined method of regularization and descent along a primal gap (merit) function for solving nonsmooth monotone equilibrium problems is proposed. The same auxiliary uniformly convex function is used for the construction of regularized problems and gap functions. The descent method along a gap function with an inexact line search is applied to solve the regularized problems.

Keywords: nonsmooth monotone equilibrium problem; primal gap function; descent method; inexact line search; uniformly convex function.

Full text: PDF file (198 kB)
UDC: 519.6
Received: 09.02.2012

Citation: O. V. Pinyagina, “A combined method of regularization and descent along a primal gap function for solving nonsmooth monotone equilibrium problems”, Num. Meth. Prog., 13:2 (2012), 316–323

Citation in format AMSBIB
\Bibitem{Pin12}
\by O.~V.~Pinyagina
\paper A combined method of regularization and descent along a primal gap function for solving nonsmooth monotone equilibrium problems
\jour Num. Meth. Prog.
\yr 2012
\vol 13
\issue 2
\pages 316--323
\mathnet{http://mi.mathnet.ru/vmp34}


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