Gap functions for equilibrium problems. (English) Zbl 1061.90112

Mastroeni, G.

J. Glob. Optim. 27, No. 4, 411-426 (2003).

Summary: The theory of gap functions, developed in the literature for variational inequalities, is extended to a general equilibrium problem. Descent methods, with exact an inexact line-search rules, are proposed. It is shown that these methods are a generalization of the gap function algorithms for variational inequalities and optimization problems.

MSC:

90C33	Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
49J40	Variational inequalities
91A40	Other game-theoretic models

Keywords:

descent methods; equilibrium problems; gap functions; variational inequalites