Skip to main content
Log in

Convergence analysis of a new algorithm for strongly pseudomontone equilibrium problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

The paper introduces and analyzes the convergence of a new iterative algorithm for approximating solutions of equilibrium problems involving strongly pseudomonotone and Lipschitz-type bifunctions in Hilbert spaces. The algorithm uses a stepsize sequence which is non-increasing, diminishing, and non-summable. This leads to the main advantage of the algorithm, namely that the construction of solution approximations and the proof of its convergence are done without the prior knowledge of the modulus of strong pseudomonotonicity and Lipschitz-type constants of bifunctions. The strongly convergent theorem is established under suitable assumptions. The paper also discusses the assumptions used in the formulation of the convergent theorem. Several numerical results are reported to illustrate the behavior of the algorithm with different sequences of stepsizes and also to compare it with others.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Antipin, A.S.: On convergence of proximal methods to fixed points of extremal mappings and estimates of their rate of convergence. Comp. Maths. Math. Phys. 35, 539–551 (1995)

    MATH  Google Scholar 

  2. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, New York (2011)

    Book  MATH  Google Scholar 

  3. Blum, E., Oettli, W.: From optimization and variational inequalities to equilibrium problems. Math. Program. 63, 123–145 (1994)

    MathSciNet  MATH  Google Scholar 

  4. Combettes, P.L., Hirstoaga, S.A.: Equilibrium programming in Hilbert spaces. J. Nonlinear Convex Anal. 6(1), 117–136 (2005)

    MathSciNet  MATH  Google Scholar 

  5. Contreras, J., Klusch, M., Krawczyk, J.B.: Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets. IEEE Trans. Power Syst. 19(1), 195–206 (2004)

    Article  Google Scholar 

  6. Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, Berlin (2002)

    MATH  Google Scholar 

  7. Fan, K.: A minimax inequality and applications. In: Shisha, O. (ed.) Inequality, III, pp 103–113. Academic Press, New York (1972)

  8. Flam, S.D., Antipin, A.S.: Equilibrium programming and proximal-like algorithms. Math. Program. 78, 29–41 (1997)

    Article  MathSciNet  Google Scholar 

  9. Hieu, D.V., Muu, L.D, Anh, P.K.: Parallel hybrid extragradient methods for pseudomonotone equilibrium problems and nonexpansive mappings. Numer. Algorithms 73, 197–217 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  10. Hieu, D.V., Anh, P.K., Muu, L.D.: Modified hybrid projection methods for finding common solutions to variational inequality problems. Comput. Optim. Appl. 66, 75–96 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  11. Hieu, D.V.: An extension of hybrid method without extrapolation step to equilibrium problems. J. Ind. Manag. Optim. (2016). doi:10.3934/jimo.2017015

  12. Hieu, D.V.: Halpern subgradient extragradient method extended to equilibrium problems. Rev. R. Acad. Cienc. Exactas Fís. Nat. Ser. A Math. RACSAM. (2016). doi:10.1007/s13398-016-0328-9

  13. Hieu, D.V.: Hybrid projection methods for equilibrium problems with non-Lipschitz type bifunctions. Math. Meth. Appl. Sci. (2017). doi:10.1002/mma.4286

  14. Hieu, D.V.: Parallel extragradient-proximal methods for split equilibrium problems. Math. Model. Anal. 21, 478–501 (2016)

    Article  MathSciNet  Google Scholar 

  15. Konnov, I.V.: Application of the proximal point method to nonmonotone equilibrium problems. J. Optim. Theory Appl. 119, 317–333 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  16. Konnov, I.V.: Equilibrium Models and Variational Inequalities. Elsevier, Amsterdam (2007)

    MATH  Google Scholar 

  17. Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekonomikai Matematicheskie Metody 12, 747–756 (1976)

    MathSciNet  MATH  Google Scholar 

  18. Lyashko, S.I., Semenov, V.V.: Optimization and Its Applications in Control and Data Sciences, vol. 115, pp 315–325. Springer, Switzerland (2016)

    Book  Google Scholar 

  19. Mastroeni, G.: On auxiliary principle for equilibrium problems, vol. 3, pp. 1244–1258. Publicatione del Dipartimento di Mathematica dell, Universita di Pisa (2000)

  20. Mastroeni, G.: Gap function for equilibrium problems. J. Global. Optim. 27, 411–426 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  21. Martinet, B.: Régularisation d’inéquations variationelles par approximations successives. Rev. Fr. Autom. Inform. Rech. Opér., Anal. Numér. 4, 154–159 (1970)

    MATH  Google Scholar 

  22. Moudafi, A.: Proximal point algorithm extended to equilibrium problem. J. Nat. Geometry 15, 91–100 (1999)

    MathSciNet  MATH  Google Scholar 

  23. Muu, L.D., Oettli, W.: Convergence of an adaptive penalty scheme for finding constrained equilibria. Nonlinear Anal. TMA 18(12), 1159–1166 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  24. Muu, L.D., Quoc, T.D.: Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model. J. Optim. Theory Appl. 142, 185–204 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  25. Muu, L.D., Quy, N.V.: On existence and solution methods for strongly pseudomonotone equilibrium problems. Vietnam J. Math. 43, 229–238 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  26. Popov, L.D.: A modification of the Arrow-Hurwicz method for search of saddle points. Math. Notes Acad. Sci. USSR 28(5), 845–848 (1980)

    MATH  Google Scholar 

  27. Quoc, T.D., Muu, L.D., Nguyen, V.H.: Extragradient algorithms extended to equilibrium problems. Optimization 57, 749–776 (2008)

    Article  MathSciNet  Google Scholar 

  28. Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14, 877–898 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  29. Rudin, W.: Real and Complex Analysis, 3rd edn. McGraw-Hill, New York (1987)

    Google Scholar 

  30. Santos, P., Scheimberg, S.: An inexact subgradient algorithm for equilibrium problems. Comput. Appl. Math. 30, 91–107 (2011)

    MathSciNet  MATH  Google Scholar 

  31. Strodiot, J.J., Nguyen, T.T.V., Nguyen, V.H.: A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems. J. Glob. Optim. 56, 373–397 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  32. Strodiot, J.J., Vuong, P.T., Nguyen, T.T.V.: A class of shrinking projection extragradient methods for solving non-monotone equilibrium problems in Hilbert spaces. J. Glob. Optim. 64, 159–178 (2016)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The author would like to thank the Associate Editor and two anonymous referees for their valuable comments and suggestions which helped us very much in improving the original version of this paper. The guidance of Profs. P. K. Anh and L. D. Muu is gratefully acknowledged.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Dang Van Hieu.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Van Hieu, D. Convergence analysis of a new algorithm for strongly pseudomontone equilibrium problems. Numer Algor 77, 983–1001 (2018). https://doi.org/10.1007/s11075-017-0350-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-017-0350-9

Keywords

Mathematics Subject Classification (2010)

Navigation