Relaxed-Inertial Proximal Point Algorithms for Nonconvex Equilibrium Problems with Applications

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Abstract

We propose a relaxed-inertial proximal point algorithm for solving equilibrium problems involving bifunctions which satisfy in the second variable a generalized convexity notion called strong quasiconvexity, introduced by Polyak (Sov Math Dokl 7:72–75, 1966). The method is suitable for solving mixed variational inequalities and inverse mixed variational inequalities involving strongly quasiconvex functions, as these can be written as special cases of equilibrium problems. Numerical experiments where the performance of the proposed algorithm outperforms one of the standard proximal point methods are provided, too.

Original languageEnglish
Pages (from-to)2233-2262
Number of pages30
JournalJournal of Optimization Theory and Applications
Volume203
Issue number3
DOIs
Publication statusPublished - 1 Dec 2024

Keywords

  • Equilibrium problems
  • Inertial algorithms
  • Nonconvex optimization
  • Proximal point algorithms
  • Quasiconvexity

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