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Gap Functions for Equilibrium Problems

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Abstract

The theory of gap functions, developed in the literature for variational inequalities, is extended to a general equilibrium problem. Descent methods, with exact an inexact line-search rules, are proposed. It is shown that these methods are a generalization of the gap function algorithms for variational inequalities and optimization problems.

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Mastroeni, G. Gap Functions for Equilibrium Problems. Journal of Global Optimization 27, 411–426 (2003). https://doi.org/10.1023/A:1026050425030

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  • DOI: https://doi.org/10.1023/A:1026050425030

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