A Douglas-Rachford Splitting Method for Solving Equilibrium Problems
Optimization and Control
2012-06-28 v2
Abstract
We propose a splitting method for solving an equilibrium problem involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of two appropriate maximally monotone operators. Our algorithm is a consequence of the Douglas--Rachford splitting applied to this auxiliary monotone inclusion. Connections between monotone inclusions and equilibrium problems are studied.
Cite
@article{arxiv.1110.1670,
title = {A Douglas-Rachford Splitting Method for Solving Equilibrium Problems},
author = {Luis M. Briceño-Arias},
journal= {arXiv preprint arXiv:1110.1670},
year = {2012}
}
Comments
12 pages