An analytic center cutting plane algorithm for finding equilibrium points

An analytic center cutting plane algorithm for finding equilibrium points

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Article ID: iaor20071450
Country: France
Volume: 40
Issue: 1
Start Page Number: 37
End Page Number: 52
Publication Date: Jan 2006
Journal: RAIRO Operations Research
Authors: ,
Keywords: programming: integer
Abstract:

We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. to approximately solve equilibrium problems as proposed by Blum and Oettli, which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm.

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