Search Results - subject:"proximal point algorithm"

On the proximal point algorithm and its Halpern-type variant for generalized monotone operators in Hilbert space

Kohlenbach, Ulrich - In: Optimization Letters 16 (2021) 2, pp. 611-621

we show that this result makes it possible to adapt many proofs of properties of the proximal point algorithm PPA and its …

Persistent link: https://www.econbiz.de/10014501998

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10013208501

Computing Normalized Equilibria in Convex-Concave Games

Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006

- variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points …. Bertsekas, On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators … proximal point algorithm, SIAM J. Control and Optimization 28(3) 5003-512 (1990). [15] P. T. Harker and J. S. Pang, Finite …

Persistent link: https://www.econbiz.de/10008925668