A Predictor-Corrector Method for Solving Equilibrium Problems

We suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new p...

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Main Authors: Zong-Ke Bao, Ming Huang, Xi-Qiang Xia
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/313217
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author Zong-Ke Bao
Ming Huang
Xi-Qiang Xia
author_facet Zong-Ke Bao
Ming Huang
Xi-Qiang Xia
author_sort Zong-Ke Bao
collection DOAJ
description We suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new prediction. At the same time, we present convergence analysis under perfect foresight and imperfect one. In particular, we introduce a stopping criterion which gives rise to Δ-stationary points. Moreover, we apply this algorithm for solving the particular case: variational inequalities.
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1687-0409
language English
publishDate 2014-01-01
publisher Wiley
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series Abstract and Applied Analysis
spelling doaj-art-366d2c9d47014ee5b94ffd574cfc666b2025-08-20T02:08:15ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/313217313217A Predictor-Corrector Method for Solving Equilibrium ProblemsZong-Ke Bao0Ming Huang1Xi-Qiang Xia2School of Accounting, Zhejiang University of Finance and Economics, Hangzhou 310018, ChinaDalian University of Technology, Dalian 116024, ChinaDalian University of Technology, Dalian 116024, ChinaWe suggest and analyze a predictor-corrector method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. In the main algorithm each stage of computation requires two proximal steps. One step serves to predict the next point; the other helps to correct the new prediction. At the same time, we present convergence analysis under perfect foresight and imperfect one. In particular, we introduce a stopping criterion which gives rise to Δ-stationary points. Moreover, we apply this algorithm for solving the particular case: variational inequalities.http://dx.doi.org/10.1155/2014/313217
spellingShingle Zong-Ke Bao
Ming Huang
Xi-Qiang Xia
A Predictor-Corrector Method for Solving Equilibrium Problems
Abstract and Applied Analysis
title A Predictor-Corrector Method for Solving Equilibrium Problems
title_full A Predictor-Corrector Method for Solving Equilibrium Problems
title_fullStr A Predictor-Corrector Method for Solving Equilibrium Problems
title_full_unstemmed A Predictor-Corrector Method for Solving Equilibrium Problems
title_short A Predictor-Corrector Method for Solving Equilibrium Problems
title_sort predictor corrector method for solving equilibrium problems
url http://dx.doi.org/10.1155/2014/313217
work_keys_str_mv AT zongkebao apredictorcorrectormethodforsolvingequilibriumproblems
AT minghuang apredictorcorrectormethodforsolvingequilibriumproblems
AT xiqiangxia apredictorcorrectormethodforsolvingequilibriumproblems
AT zongkebao predictorcorrectormethodforsolvingequilibriumproblems
AT minghuang predictorcorrectormethodforsolvingequilibriumproblems
AT xiqiangxia predictorcorrectormethodforsolvingequilibriumproblems