Skip to main content

Advertisement

Log in

DC auxiliary principle methods for solving lexicographic equilibrium problems

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

In this paper, we present DC (difference of convex functions) auxiliary principle methods for solving lexicographic equilibrium problems. Under the strongly monotone and Lipchitz-type assumptions of the cost bifunction, we study the convergence of the sequence generated by the proposed algorithms to a unique solution of the considered lexicographic equilibrium problem. Moreover, we also study the asymptotic behavior of the algorithm for solving the considered problem under the presence of computational errors. Finally, we give some numerical experiments to illustrate the behaviour of the proposed algorithms and provide their comparison with some known algorithms.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Anh, P.N., Hai, T.N., Tuan, P.M.: On ergodic algorithms for equilibrium problems. J. Global Optim. 64(1), 179–195 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  2. Anh, P.N., Kim, J.K., Muu, L.D.: An extragradient method for solving bilevel pseudomonotone variational inequalities. J. Global Optim. 52, 627–639 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  3. Anh, P.N., Le Thi, H.A.: New subgradient extragradient methods for solving monotone bilevel equilibrium problem. Optim. 68(11), 2097–2122 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  4. Anh, P.N., Le Thi, H.A.: An Armijo-type method for pseudomonotone equilibrium problems and its applications. J. Global Optim. 57(3), 803–820 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  5. Anh, P.N., Thuy, L.Q., Anh, T.T.H.: Strong convergence theorem for the lexicographic Ky Fan inequality. Vietnam. J. Math. 46(3), 517–530 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  6. Ansari, Q.H., Balooee, J.: Auxiliary principle technique for solving regularized nonconvex mixed equilibrium problems. Fixed Point Theory 20(2), 431–450 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  7. Ansari, Q.H., Balooee, J., Dogan, K.: Iterative schemes for solving regularized nonconvex mixed equilibrium problems. J. Nonlinear Convex Anal. 18(4), 607–622 (2017)

    MathSciNet  MATH  Google Scholar 

  8. Ansari, Q.H., Balooee, J., Petrusel, A.: Some remarks on regularized multivalued nonconvex equilibrium problems. Miskolc Math. Notes 18(2), 573–593 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  9. Ansari, Q.H., Lalitha, C.S., Mehta, M.: Generalized Convexity, Nonsmooth Variational Inequalities and Nonsmooth Optimization. CRC Press, Taylor & Francis Group, Boca Raton, London, New York (2014)

    MATH  Google Scholar 

  10. Aubin, J.P., Ekeland, I.: Applied nonlinear analysis. John Wiley & Sons, Hoboken, New Jersey (1984)

    MATH  Google Scholar 

  11. Bianchi, M., Schaible, S.: Generalized monotone bifunctions and equilibrium problems. J. Optim. Theory Appl. 90, 31–43 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  12. Bigi, G., Castellani, M., Pappalardo, M.: Nonlinear Programming Techniques for Equilibria. Springer Nature Switzerland, Cham (2019)

    Book  MATH  Google Scholar 

  13. Blum, E., Oettli, W.: From optimization and variational inequality to equilibrium problems. Math. Student 63, 127–149 (1994)

    MATH  Google Scholar 

  14. Bnouhachem, A.: An inexact implicit method for general mixed variatioanl inequalities. J. Comput. Appl. Math. 200, 377–387 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  15. Dempe, S.: Foundations of Bilevel Programming. Kluwer Academic Publishers, Dordrecht (2002)

    MATH  Google Scholar 

  16. Facchinei, F., Pang, J.-S.: Finite-Dimensional Variational Inequalities and Complementarity Problems, vol. I. Springer-Verlag, New York (2003)

    MATH  Google Scholar 

  17. Flores-Bazán, F.: Existence theorems for generalized noncoercive equilibrium problems: The quasi-convex case. SIAM J. Optim. 11, 675–690 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  18. Flores-Bazán, F.: Existence theory for finite-dimensional pseudomonotone equilibrium problems. Acta Appl. Math. 77, 249–297 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  19. Flores-Bazán, F., López, R.: The linear complementarity problem under asymptotic analysis. Math. Oper. Res. 30(1), 73–90 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  20. Flores-Bazán, F., Mastroeni, G.: Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications. SIAM J. Optim. 25(1), 647–676 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  21. Gowda, M.S.: Pseudomonotone and copositive star matrices. Linear Algebra Appl. 113, 107–118 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  22. Gowda, M.S., Pang, J.S.: Stability analysis of variational inequalities and nonlinear complementarity problems, via the mixed linear complementarity problem and degree theory. Math. Oper. Res. 19(4), 831–879 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  23. Grad, S.-M., Lara, F.: Solving mixed variational inequalities beyond convexity. J. Optim. Theory Appl. 190, 565–580 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  24. Harker, P.T., Pang, J.S.: A damped-Newton method for the linear complementarity problem. Lect. Appl. Math. 26, 265–284 (1990)

    MathSciNet  MATH  Google Scholar 

  25. Han, D.: Inexact operator splitting methods with selfadaptive strategy for variational inequality problems. J. Optim. Theory Appl. 132(2), 227–243 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  26. Iusem, A., Lara, F.: Proximal point algorithms for quasiconvex pseudomonotone equilibrium problems. J. Optim. Theory Appl. (2021). https://doi.org/10.1007/s10957-021-01951-7

  27. Iusem, A., Sosa, W.: Iterative algorithms for equilibrium problems. Optim. 52, 301–316 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  28. Konnov, I.V.: Combined Relaxation Methods for Variational Inequalities. Berlin, Springer-Verlag, New York (2000)

    MATH  Google Scholar 

  29. Lee, G.M., Tam, N.N., Yen, N.D.: Quadratic Programming and Affine Variational Inequalities. Springer, New York (2005)

    MATH  Google Scholar 

  30. Lee, G.M., Tam, N.N., Yen, N.D.: Continuity of the solution map in parametric affine variational inequalities. Set-Valued Anal. 15, 105–123 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  31. Le Thi, H.A., Pham, D.T.: Solving a class of linearly constrained indefinite quadratic problems by DC algorithms. J. Global Optim. 11, 253–285 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  32. Londono, G., Lozano, A.: A bilevel optimization program with equilibrium constraints for an urban network dependent on time. Transp. Res. Proc. 3, 905–914 (2014)

    Google Scholar 

  33. Luo, Z.Q., Tseng, P.: Error bound and convergence analysis of matrix splitting algorithms for the affine variational inequality problem. SIAM J. Optim. 2, 43–54 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  34. Maingé, P.E.: A hybrid extragradient-viscosity method for monotone operators and fixed point problems. SIAM J. Control Optim. 47, 1499–1515 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  35. Maingé, P.E., Moudafi, A.: Coupling viscosity methods with the extragradient algorithm for solving equilibrium problems. J. Nonlear Conv. Anal. 9, 283–294 (2008)

    MathSciNet  MATH  Google Scholar 

  36. Mastroeni, G.: Gap functions for equilibrium problems. J. Global Optim. 27, 411–426 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  37. Moudafi, A.: Proximal point algorithm extended to equilibrium problem. J. Natural Geom. 15, 91–100 (1999)

    MathSciNet  MATH  Google Scholar 

  38. Quoc, T.D., Anh, P.N., Muu, L.D.: Dual extragradient algorithms to equilibrium problems. J. Global Optim. 52, 139–159 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  39. Robinson, S.M.: Generalized equations and their solutions, Part I: Basic theory. Math. Program. Stud. 10, 128–141 (1979)

    Article  MATH  Google Scholar 

  40. Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton, NJ (1970)

    Book  MATH  Google Scholar 

  41. Santos, P., Scheimberg, S.: An inexact subgradient algorithm for equilibrium problems. Computat. Appl. Math. 30, 91–107 (2011)

    MathSciNet  MATH  Google Scholar 

  42. Solodov, M.: An explicit descent method for bilevel convex optimization. J. Convex Anal. 14, 227–237 (2007)

    MathSciNet  MATH  Google Scholar 

  43. Stoer, J., Bulirsch, R.: Introduction to Numerical Analysis. Springer-Verlag, New York (1980)

    Book  MATH  Google Scholar 

  44. Xu, M.H., Li, M., Yang, C.C.: Neural networks for a class of bi-level variational inequalities. J. Global Optim. 44, 535–552 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  45. Le Thi, H.A., Pham, D.T., Ngai, H.V.: Error bounds via exact penalization with applications to concave and quadratic systems. J. Optim. Theory Appl. 171, 228–250 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  46. Zeng, L.C., Yao, J.C.: Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities. Math. Methods Oper. Res. 62, 211–224 (2005)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

Authors are very much grateful to the handling Editor and two anonymous referees for their helpful and constructive comments that helped us very much to improve the paper. This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant number 101.02-2019.303.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Qamrul Hasan Ansari.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Anh, P.N., Ansari, Q.H. & Tu, H.P. DC auxiliary principle methods for solving lexicographic equilibrium problems. J Glob Optim 85, 129–153 (2023). https://doi.org/10.1007/s10898-022-01200-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-022-01200-9

Keywords

Mathematics Subject Classification