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Flam, S.D. (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: | 27 Aug 2021 17:15 |
| URI: | https://pure.iiasa.ac.at/4538 |
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