摘要
结合logarithmic二次函数和Lemaréchal和Wolfe(1975)提出的束方法,本文提出了一个求解非光滑均衡问题的束方法.一方面,我们算法推广了Nguyen等在文[1]中的束方法,并且保证了算法生成的序列在集合的内部.另一方面,将内部束方法应用到求解均衡问题.
In this paper,by incorporating a logarithmic-quadratic function into the bundle method developed by Lemaréchal and Wolfe(1975),we propose an interior bundle method for solving nonsmooth equilibrium problems.On one hand,the algorithm extends the bundle algorithm for equilibrium problems described by Nguyen et al.(2006)to our setting.The sequence generated by the proposed algorithm belongs to the interior of the set.On the other hand,we provide a natural extension of interior bundle methods to nonsmooth equilibrium problems.
作者
高辉
高胜哲
GAO Hui;GAO Shengzhe(School of Information Engineering,Dalian Ocean University,Dalian 116023,China)
出处
《应用数学》
CSCD
北大核心
2022年第2期280-290,共11页
Mathematica Applicata
基金
Supported by General items of Liaoning Provincial Department of Education of China(JL202016,LJKZ0732)
the National Natural Science Foundation of China(11801054)。
