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求解均衡问题的内部束方法

高辉 高胜哲

应用数学2022,Vol.35Issue(2):280-290,11.
应用数学2022,Vol.35Issue(2):280-290,11.

求解均衡问题的内部束方法

An Interior Bundle Method for Solving Equilibrium Problems

高辉 1高胜哲1

作者信息

  • 1. 大连海洋大学信息工程学院,辽宁大连116023
  • 折叠

摘要

Abstract

In this paper,by incorporating a logarithmic-quadratic function into the bundle method developed by Lemaréchal and Wolfe (1975),we propose an interior bundle method for solving nonsmooth equilibrium problems.On one hand,the algorithm extends the bundle algorithm for equilibrium problems described by Nguyen et al.(2006) to our setting.The sequence generated by the proposed algorithm belongs to the interior of the set.On the other hand,we provide a natural extension of interior bundle methods to nonsmooth equilibrium problems.

关键词

均衡问题/内部束方法/logarithmic二次函数

Key words

Equilibrium problem/Interior bundle method/Logarithmic-quadratic function

分类

数理科学

引用本文复制引用

高辉,高胜哲..求解均衡问题的内部束方法[J].应用数学,2022,35(2):280-290,11.

基金项目

Supported by General items of Liaoning Provincial Department of Education of China(JL202016,LJKZ0732),the National Natural Science Foundation of China(11801054) (JL202016,LJKZ0732)

应用数学

OA北大核心CSTPCD

1001-9847

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