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A bundle method for solving equilibrium problems. (English) Zbl 1155.49006
Basing on the auxiliary problem principle, the authors study a boundle method for solving the nonsmooth convex equilibrium problem: finding x * C such that f(x * ,y)0forallyC, and prove the convergence theorems for the general algorithm. Using a bundle strategy an implementable version of this algorithm is proposed together with the convergence results for the bundle algorithm. Some applications to variational inequality problems are also given.
MSC:
49J40Variational methods including variational inequalities
90C25Convex programming
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