Volume 55, 2021Regular articles published in advance of the transition of the journal to Subscribe to Open (S2O). Free supplement sponsored by the Fonds National pour la Science Ouverte
|Page(s)||S1395 - S1410|
|Published online||02 March 2021|
A splitting subgradient algorithm for solving equilibrium problems involving the sum of two bifunctions and application to cournot-nash model
Ho Chi Minh University of Natural Resources and Environment, Ho Chi Minh City, Vietnam
2 Institute of Mathematics, Vietnam Academy of Science and Technology, Hanoi, Vietnam
* Corresponding author: email@example.com
Accepted: 18 March 2020
In this paper we propose a splitting subgradient algorithm for solving equilibrium problems involving the sum of two bifunctions. At each iteration of the algorithm, two strongly convex subprograms are required to solve separately, one for each component bifunction. In contrast to the splitting algorithms previously proposed in Anh and Hai (Numer. Algorithms 76 (2017) 67–91) and Hai and Vinh (Rev. R. Acad. Cienc. Exactas Fis. Nat. Ser. A Mat. 111 (2017) 1051–1069), our algorithm is convergent for paramonotone and strongly pseudomonotone bifunctions without any Lipschitz type as well as Hölder continuity condition of the bifunctions involved. Furthermore, we show that the ergodic sequence defined by the algorithm iterates converges to a solution without paramonotonicity property. Some numerical experiments on differentiated Cournot-Nash models are presented to show the behavior of our proposed algorithm with and without ergodic.
Mathematics Subject Classification: 90C33 / 90C56
Key words: Monotone equilibria / splitting algorithm / ergodic sequence
© EDP Sciences, ROADEF, SMAI 2021
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