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An analytic center cutting plane algorithm for finding equilibrium points
Published online by Cambridge University Press: 01 July 2006
Abstract
We present a variant of the analytic center cutting plane algorithm proposedby Goffin et al. (1996) to approximately solve equilibrium problemsas proposed by Blum and Oettli (1994), which include as particular problemsthe variational inequalities problem, the Nash equilibria problem innon-cooperative games, the convex minimization problem, and the fixed pointproblem. Furthermore, we analyze the convergence and complexity of the modifiedalgorithm.
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- © EDP Sciences, 2006
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