A new algorithm for solving equilibrium problems with differentiable bifunctions is provided. The algorithm is based on descent directions of a suitable family of D-gap functions. Its convergence is proved under assumptions which do not guarantee the equivalence between the stationary points of the D-gap functions and the solutions of the equilibrium problem. Moreover, the algorithm does not require to set parameters according to thresholds which depend on regularity properties of the equilibrium bifunction. Finally, the results of preliminary numerical tests on Nash equilibrium problems with quadratic payoffs are reported.
D-gap functions and descent techniques for solving equilibrium problems
BIGI, GIANCARLO;
2013-01-01
Abstract
A new algorithm for solving equilibrium problems with differentiable bifunctions is provided. The algorithm is based on descent directions of a suitable family of D-gap functions. Its convergence is proved under assumptions which do not guarantee the equivalence between the stationary points of the D-gap functions and the solutions of the equilibrium problem. Moreover, the algorithm does not require to set parameters according to thresholds which depend on regularity properties of the equilibrium bifunction. Finally, the results of preliminary numerical tests on Nash equilibrium problems with quadratic payoffs are reported.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
