Equilibrium Programming Using Proximal-Like Algorithms

Flam SD (1995). Equilibrium Programming Using Proximal-Like Algorithms. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-055

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Abstract

We consider problems where solutions -- called equilibria -- emerge as fixed points of an extremal mapping. Examples include convex programming, convex -- concave saddle problems, many noncooperative games, and quasi -- monotone variational inequalities. Using Bregman functions we develop proximal -- like algorithms for finding equilibria. At each iteration we allow numerical errors or approximate solutions.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Optimization under Uncertainty (OPT)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:06
Last Modified: 02 Nov 2016 12:01
URI: http://pure.iiasa.ac.at/4538

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