<p>Projected solutions of a quasiequilibrium problem are shown to coincide with the (canonical) solutions of an auxiliary problem, that is obtained by doubling the variables and adding suitable penalty terms to the equilibrium bifunction. Unfortunately, the assumptions of existing algorithms for computing quasiequilibria are never met by this lifted reformulation due to its peculiar structure. Therefore, an ad-hoc version of the hyperplane extragradient algorithm is devised and its parameters are tuned appropriately to cope with the auxiliary problem. Finally, preliminary numerical results show the behaviour of the algorithm.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

An extragradient algorithm for a lifted reformulation of projected solutions for quasiequilibria

  • Giancarlo Bigi,
  • Marco Castellani,
  • Sara Latini

摘要

Projected solutions of a quasiequilibrium problem are shown to coincide with the (canonical) solutions of an auxiliary problem, that is obtained by doubling the variables and adding suitable penalty terms to the equilibrium bifunction. Unfortunately, the assumptions of existing algorithms for computing quasiequilibria are never met by this lifted reformulation due to its peculiar structure. Therefore, an ad-hoc version of the hyperplane extragradient algorithm is devised and its parameters are tuned appropriately to cope with the auxiliary problem. Finally, preliminary numerical results show the behaviour of the algorithm.