Article ID: | iaor20126377 |
Volume: | 53 |
Issue: | 2 |
Start Page Number: | 453 |
End Page Number: | 483 |
Publication Date: | Oct 2012 |
Journal: | Computational Optimization and Applications |
Authors: | Langenberg Nils |
Keywords: | interior point methods, proximal point algorithm |
In the present paper we discuss three methods for solving equilibrium‐type fixed point problems. Concentrating on problems whose solutions possess some stability property, we establish convergence of these three proximal‐like algorithms that promise a very high numerical tractability and efficiency. For example, due to the implemented application of zone coercive Bregman functions, all these methods allow to treat the generated subproblems as unconstrained and, partly, explicitly solvable ones.