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引用次数: 0
摘要
由 Polyak 提出的尖锐最小值概念是研究优化问题算法收敛分析的重要工具。对于变分不等式问题和均衡问题,人们已经进行了广泛的研究。本文将在尖锐最小值条件下建立准平衡问题(QEP)的近点法所产生序列的收敛性分析。此外,本文还提供了 QEP 弱尖锐解的特征。我们还引入了一种不精确的近点法,并证明了求解 QEP 时序列的收敛性。最后,我们推导了广义纳什均衡问题的近似点近似法。
Finite Convergence and Sharp Minima for Quasi-Equilibrium Problems
The notion of sharp minima, given by Polyak, is an important tool in studying the convergence analysis of algorithms designed to solve optimization problems. It has been studied extensively for variational inequality problems and equilibrium problems. In this paper, the convergence analysis of the sequence generated by proximal point method for quasi-equilibrium problem (QEP) will be established under sharp minima conditions. Further, the characterizations of weak sharp solution for QEP are provided. We also introduce an inexact proximal point method and demonstrate the convergence of the sequence for solving the QEP. Finally, we deduce the proximal point approximation for generalized Nash equilibrium problem.
期刊介绍:
The Journal of Optimization Theory and Applications is devoted to the publication of carefully selected regular papers, invited papers, survey papers, technical notes, book notices, and forums that cover mathematical optimization techniques and their applications to science and engineering. Typical theoretical areas include linear, nonlinear, mathematical, and dynamic programming. Among the areas of application covered are mathematical economics, mathematical physics and biology, and aerospace, chemical, civil, electrical, and mechanical engineering.