Equilibrium Programming Using Proximal-Like Algorithms

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4087 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4087 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4087 archive 351 disk0/00/00/45/38 2016-01-15 02:06:10 2021-08-27 17:15:18 2016-01-15 02:06:10 monograph show 2 Flam S.D. 8081 Equilibrium Programming Using Proximal-Like Algorithms pub iis_ecn iis_frc iis_met prog_opt 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. 1995-06 published WP-95-055 WP-95-055 10 1255 public working_paper IIASA, Laxenburg, Austria 13 FALSE info:eu-repo/semantics/book