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

Authors

  • O.V. Pinyagina

Keywords:

nonsmooth monotone equilibrium problem
primal gap function
descent method
inexact line search
uniformly convex function

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.

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Published

2012-05-11

Issue

Vol. 13 (2012): Issue 2.

Section

Section 1. Numerical methods and applications

Author Biography

O.V. Pinyagina

Kazan Federal University,
Institute of Computational Mathematics and Information Technologies
• Associate Professor

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