Bilevel optimization as a regularization approach to pseudomonotone equilibrium problems
https://doi.org/10.1080/01630563.2013.813857Publisher, magazine: ,
Publication year: 2014
Lưu Trích dẫn Chia sẻAbstract
We study properties of an inexact proximal point method for pseudomonotone equilibrium problems in real Hilbert spaces. Unlike monotone problems, in pseudomonotone problems, the regularized subproblems may not be strongly monotone, even not pseudomonotone. However, we show that every inexact proximal trajectory weakly converges to the same limit. We use these properties to extend a viscosity-proximal point algorithm developed in [28] to pseudomonotone equilibrium problems. Then we propose a hybrid extragradient-cutting plane algorithm for approximating the limit point by solving a bilevel strongly convex optimization problem. Finally, we show that by using this bilevel convex optimization, the proximal point method can be used for handling ill-possed pseudomonotone equilibrium problems.
Tags: Bilevel optimization, Hybrid extragradient-cutting algorithm, Inexact proximal point, Pseudomonotone equilibrium problem, Regularization
Các bài viết liên quan đến tác giả Bùi Văn Định
On Penalty and gap function methods for bilevel pseudomonotone equilibrium problems
Algorithms for a class of bilevel programs involving pseudomonotone variational inequalities
Bilevel optimization as a regularization approach to pseudomonotone equilibrium problems
A note on the combination of equilibrium problems
Extragradient-Proximal Methods for Split Equilibrium and Fixed Point Problems in Hilbert Spaces
An inertial extragradient method for solving bilevel equilibrium problems
Strong Strong convergence algorithms for equilibrium problems without monotonicity
Extragradient subgradient methods for solving bilevel equilibrium problems