V. Phan, J. Strodiot:
"The Glowinski-Le Tallec splitting method revisited in the framework of equilibrium problems in Hilbert spaces";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems), 2017-08 (2017), 27 S.

Kurzfassung englisch:
In this paper, we introduce a new approach for solving equilibrium problems in Hilbert spaces. First, we transform the equilibrium problem into the problem of finding a zero of a sum of two maximal monotone operators. Then, we solve the resulting problem using the Glowinski-Le Tallec splitting method and we obtain a linear rate of convergence depending on two parameters. In particular, we enlarge significantly the range of these parameters given rise to the convergence. We prove that the sequence generated by the new method converges to a global solution of the considered equilibrium problem. Finally, numerical tests are displayed to show the efficiency of the new approach.

Maximal monotone operator, Glowinski-Le Tallec splitting method, Equilibrium problem, Nash equilibrium, Global convergence

Elektronische Version der Publikation:

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