Article ID: | iaor20122772 |
Volume: | 51 |
Issue: | 2 |
Start Page Number: | 709 |
End Page Number: | 728 |
Publication Date: | Mar 2012 |
Journal: | Computational Optimization and Applications |
Authors: | Quoc Tran, Muu Le |
Keywords: | heuristics |
This paper proposes an iterative method for solving strongly monotone equilibrium problems by using gap functions combined with double projection‐type mappings. Global convergence of the proposed algorithm is proved and its complexity is estimated. This algorithm is then coupled with the proximal point method to generate a new algorithm for solving monotone equilibrium problems. A class of linear equilibrium problems is investigated and numerical examples are implemented to verify our algorithms.