Volume 40, Number 1, January-March 2006
|Page(s)||37 - 52|
|Published online||01 July 2006|
An analytic center cutting plane algorithm for finding equilibrium points
Laboratório Nacional de Computação Científica – MCT, Av. Getúlio Vargas, 333, Petrópolis, RJ, CEP 25651-075, Brazil;
2 Instituto de Matemática e Ciencias Afines – Universidad Nacional de Ingeniería, Jirón Ancash 536, Lima 1, Lima, Peru; firstname.lastname@example.org
Accepted: 8 November 2005
We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), 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.
Mathematics Subject Classification: 90C25 / 90C51
Key words: Equilibrium problems / convex feasibility problem / analytic center cutting plane algorithm.
© EDP Sciences, 2006
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