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Modified Popov's explicit iterative algorithms for solving pseudomonotone equilibrium problems

Habib ur Rehman, Poom Kumam, Yeol Je Cho, Yusuf I. Suleiman, Wiyada Kumam

2020Optimization methods & software69 citationsDOI

Abstract

This paper proposes two algorithms that are based on a subgradient and an inertial scheme with the explicit iterative method for solving pseudomonotone equilibrium problems. The weak convergence of both algorithms is well-established under standard assumptions on the cost bifunction. The advantage of these algorithms is that they did not require any line search procedure or any knowledge about bifunction Lipschitz-type constants for step-size evaluation. A practical explanation of this is that they use a sequence of step-size that are revised at each iteration based on some previous iteration. For a numerical experiment, we consider a well-known Nash-Cournot equilibrium model of electricity markets and also other test problems to assist the well-established convergence results and be able to see that our proposed algorithms have a competitive advantage over the time of execution and the number of iterations.

Topics & Concepts

Subgradient methodConvergence (economics)AlgorithmSequence (biology)Computer scienceInertial frame of referenceIterative methodMathematical optimizationNash equilibriumCournot competitionLipschitz continuityMathematicsMathematical economicsEconomicsQuantum mechanicsPhysicsMathematical analysisBiologyEconomic growthGeneticsOptimization and Variational AnalysisEconomic theories and modelsAdvanced Optimization Algorithms Research
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