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Vietnam Journal of Mathematics 36:2(2008) 209-228

 An LQ Regularization Method for Pseudomonotone Equilibrium Problems on Polyhedra

Pham Ngoc Anh

Abstract.  We present a new method for solving equilibrium problems on polyhedra. The method is based on the special logarithmic quadratic function which replaces the usual quadratic. We first use this function to solve a pseudomonotone equilibrium problems satisfying a certain Lipschitz condition. Next, to avoid the Lipschitz condition we combine this technique with line search technique to obtain a convergent algorithm for pseudomonotone equilibrium problems. An application to variational inequalities is discussed.

 

2000 Mathematics Subject Classification: 65K10, 90C25.

Keywords: Equilibrium problem, pseudomonotone, logarithmic quadratic, line search algorithm, variational inequality.

 
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