An extragradient algorithm for quasiconvex equilibrium problems without monotonicity
Optimization and Control
2023-04-25 v3
Abstract
We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration is a normal-subgradient, while the step-size is updated avoiding Lipschitz-type conditions. The algorithm is convergent to a - quasi-solution with any positive if the bifunction is semistrictly quasiconvex in its second variable, while it converges to the solution when is strongly quasiconvex. Neither monotoniciy nor Lipschitz property is required.
Cite
@article{arxiv.2112.03483,
title = {An extragradient algorithm for quasiconvex equilibrium problems without monotonicity},
author = {Le Hai Yen and Le Dung Muu},
journal= {arXiv preprint arXiv:2112.03483},
year = {2023}
}
Comments
1. The title has been changed