RT Monograph
SR 00
A1 Flam, S.D.
T1 Equilibrium Programming Using Proximal-Like Algorithms
YR 1995
FD 1995-06
SP 13
AB 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.
PB WP-95-055
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4538/