English

Modified golden ratio algorithms for solving equilibrium problems

Optimization and Control 2019-07-10 v1

Abstract

In this paper an explicit algorithm is proposed for solving an equilibrium problem whose associated bifunction is pseudomonotone and satisfies a Lipschitz-type condition. Contrary to many algorithms, our algorithm is done without using explicitly the Lipschitz constants of bifunction although its convergence is obtained under such that condition. The introduced method is a form of proximal-like method whose steplengths are explicitly generated at each iteration without using any linesearch procedure. First we prove the convergence of the algorithm, and after we establish its RR-linear rate of convergence under the assumption of strong pseudomonotonicity of the bifunction. Afterwards several numerical results are displayed to illustrate and to compare the behavior of the new algorithm with other ones.

Keywords

Cite

@article{arxiv.1907.04013,
  title  = {Modified golden ratio algorithms for solving equilibrium problems},
  author = {Dang Van Hieu and Jean Jacques Strodiot and Le Dung Muu},
  journal= {arXiv preprint arXiv:1907.04013},
  year   = {2019}
}

Comments

14 pages, 6 figures, submitted

R2 v1 2026-06-23T10:15:45.678Z