Yonghong Yao, Abubakar Adamu, Yekini Shehu, Jen-Chih Yao
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Simple proximal-type algorithms for equilibrium problems
This paper proposes two simple and elegant proximal-type algorithms to solve equilibrium problems with pseudo-monotone bifunctions in the setting of Hilbert spaces. The proposed algorithms use one proximal point evaluation of the bifunction at each iteration. Consequently, prove that the sequences of iterates generated by the first algorithm converge weakly to a solution of the equilibrium problem (assuming existence) and obtain a linear convergence rate under standard assumptions. We also design a viscosity version of the first algorithm and obtain its corresponding strong convergence result. Some popular existing algorithms in the literature are recovered. We finally give some numerical tests and compare our algorithms with some related ones to show the performance and efficiency of our proposed algorithms.
期刊介绍:
The Journal of Global Optimization publishes carefully refereed papers that encompass theoretical, computational, and applied aspects of global optimization. While the focus is on original research contributions dealing with the search for global optima of non-convex, multi-extremal problems, the journal’s scope covers optimization in the widest sense, including nonlinear, mixed integer, combinatorial, stochastic, robust, multi-objective optimization, computational geometry, and equilibrium problems. Relevant works on data-driven methods and optimization-based data mining are of special interest.
In addition to papers covering theory and algorithms of global optimization, the journal publishes significant papers on numerical experiments, new testbeds, and applications in engineering, management, and the sciences. Applications of particular interest include healthcare, computational biochemistry, energy systems, telecommunications, and finance. Apart from full-length articles, the journal features short communications on both open and solved global optimization problems. It also offers reviews of relevant books and publishes special issues.