Abstract
The purpose of this paper is to introduce a simple iterative method for finding a solution of an equilibrium problem whose constraint is the solution set of another monotone equilibrium problem in a Hilbert space. Unlike the multi-step methods, the new method only requires to find one value of the proximal mapping associated with cost bifunctions at the current approximation over each iterative step. The strong convergence of the iterative sequence generated by the method is established by incorporating with a regularization technique. The numerical behavior of our method is also illustrated in comparison with several other methods.








Similar content being viewed by others
References
Ait Mansour, M., Elakri, R.-A., Laghdir, M.: Quantitative stability for equilibrium problems under relaxed upper-sign properties: Application to quasiconvex programming. Appl. Anal. Optim. 3, 307–331 (2019)
Ait Mansour, M., Riahi, H.: Sensitivity analysis for abstract equilibrium problems. J. Math. Anal. Appl. 306, 684–691 (2005)
Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, New York (2011)
Bigi, G., Passacantando, M.: Descent and penalization techniques for equilibrium problems with nonlinear constraints. J. Optim. Theory Appl. 164, 804–818 (2015)
Bigi, G., Castellani, M., Pappalardo, M., Passacantando, M.: Nonlinear Programming Techniques for Equilibria. Springer, Switzerland (2019)
Blum, E., Oettli, W.: From optimization and variational inequalities to equilibrium problems. Math. Students 63, 123–145 (1994)
Chadli, O., Chbani, Z., Riahi, H.: Equilibrium problems with generalized monotone bifunctions and applications to variational inequalities. J. Optim. Theory Appl. 105, 299–323 (2000)
Chbani, Z., Riahi, H.: Weak and strong convergence of prox-penalization and splitting algorithms for bilevel equilibrium problems. Numer. Algebra Control Optim. 3, 353–366 (2013)
Chbani, Z., Riahi, H.: Weak and strong convergence of proximal penalization and proximal splitting algorithms for two-level hierarchical Ky Fan minimax inequalities. Optim. 64, 1285–1303 (2015)
Combettes, P.L., Hirstoaga, S.A.: Equilibrium programming in Hilbert spaces. J. Nonlinear Convex Anal. 6, 117–136 (2005)
Dempe, S.: Foundations of Bilevel Programming. Kluwer Academic Publishers (2002)
Dempe, S.: Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints. Optimization 52, 333–359 (2003)
Dempe, S., Kalashnikov, V., Pérez-Valdés, G.A., Kalashnykova, N.: Bilevel programming problems. Springer, Berlin (2015)
Dinh, B.V., Muu, L.D.: On penalty and gap function methods for bilevel equilibrium problems. J. Appl. Math. 2011, 1–14 (2011). https://doi.org/10.1155/2011/646452
Flam, S.D., Antipin, A.S.: Equilibrium programming and proximal-like algorithms. Math. Program. 78, 29–41 (1997)
Hieu, D.V., Cho, Y.J., Xiao, Y.B.: Modified extragradient algorithms for solving equilibrium problems. Optimization. 67, 2003–2029 (2018)
Hieu, D.V., Quy, P.K., Hong, L.T., Vy, L.V.: Accelerated hybrid methods for solving pseudomonotone equilibrium problems. Adv. Comput. Math 46, 58 (2020)
Hieu, D.V.: Strong convergence of a new hybrid algorithm for fixed point problems and equilibrium problems. Math. Modell. Anal. 24, 1–19 (2019)
Hieu, D.V., Strodiot, J.J.: Strong convergence theorems for equilibrium problems and fixed point problems in Banach spaces. J. Fixed Point Theory Appl. 20, 131 (2018)
Hieu, D.V., Strodiot, J.J., Muu, L.D.: Strongly convergent algorithms by using new adaptive regularization parameter for equilibrium problems. J. Comput. Appl. Math. 376, 112844 (2020). https://doi.org/10.1016/j.cam.2020.112844
Hieu, D.V., Muu, L.D., Quy, P.K., Duong, H.N.: Regularization extragradient methods for equilibrium programming in Hilbert spaces. Optim. (2021). https://doi.org/10.1080/02331934.2021.1873988
Hieu, D.V., Muu, L.D., Duong, H.N.: Iterative regularization methods for solving equilibrium problems. Inter. J. Comput. Math. (2021). https://doi.org/10.1080/00207160.2021.1906421
Hieu, D.V., Quy, P.K., Duong, P.N.: Equilibrium programming and new iterative methods in Hilbert spaces. Acta Appl. Math. (2021). https://doi.org/10.1007/s10440-021-00451-0
Hieu, D.V., Muu, L.D., Quy, P.K.: Regularization iterative method of bilevel form for equilibrium problems in Hilbert spaces. Math. Meth. Appl. Sci. 45, 6143–6164 (2022). https://doi.org/10.1002/mma.8162
Hieu, D.V., Anh, P.K., Muu, L.D., Strodiot, J.J.: Iterative regularization methods with new stepsize rules for solving variational inclusions. J. Appl. Math. Comput. (2021). https://doi.org/10.1007/s12190-021-01534-9
Hieu, D.V., Muu, L.D., Quy, P.K.: One-step optimization method for equilibrium problems. Adv. Comput. Math. 48, 29 (2022). https://doi.org/10.1007/s10444-022-09953-3
Hung, P.G., Muu, L.D.: The Tikhonov regularization extended to equilibrium problems involving pseudomonotone bifunctions. Nonlinear Analysis 74, 6121–6129 (2011)
Korpelevich, G.M.: The extragradient method for finding saddle points and other problems. Ekonomikai Matematicheskie Metody. 12, 747–756 (1976)
Khoroshilova, E.V.: Extragradient-type method for optimal control problem with linear constraints and convex objective function. Optim. Lett. 7, 1193–1214 (2013)
Konnov, I.V.: Equilibrium Models and Variational Inequalities. Elsevier, Amsterdam (2007)
Konnov, I.V.: Application of the proximal point method to nonmonotone equilibrium problems. J. Optim. Theory Appl. 119, 317–333 (2003)
Konnov, I.V., Ali, M.S.S.: Descent methods for monotone equilibrium problems in Banach spaces. J Comput. Appl. Math. 188, 165–179 (2006)
Lyashko, S.I., Semenov, V.V.: Optimization and Its Applications in Control and Data Sciences. Springer, Switzerland 115, 315–325 (2016)
Muu, L.D., Oettli, W.: Convergence of an adaptive penalty scheme for finding constrained equilibria. Nonlinear Anal. TMA 18, 1159–1166 (1992)
Maingé, P.E., Moudafi, A.: Coupling viscosity methods with the extragradient algorithm for solving equilibrium problems. J. Nonlinear Convex Anal. 9, 283–294 (2008)
Martinet, B.: Régularisation d’inéquations variationelles par approximations successives. Rev. Fr. Autom. Inform. Rech. Opér., Anal. Numér. 4, 154–159 (1970)
Moudafi, A.: Proximal point algorithm extended to equilibrium problems. J. Nat. Geometry 15, 91–100 (1999)
Moudafi, A.: Proximal methods for a class of bilevel monotone equilibrium problems. J. Glob. Optim. 47, 287–292 (2010)
Munkong, J., Dinh, B.V., Ungchittrakool, K.: An inertial extragradient method for solving bilevel equilibrium problems. Carpathian J. Math. 36, 91–107 (2020)
Nguyen, T.T.V., Strodiot, J.J., Nguyen, V.H.: Hybrid methods for solving simultaneously an equilibrium problem and countably many fixed point problems in a Hilbert space. J. Optim. Theory. Appl. 160, 809–831 (2014)
Quoc, T.D., Muu, L.D., Nguyen, V.H.: Extragradient algorithms extended to equilibrium problems. Optimization 57, 749–776 (2008)
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 14, 877–898 (1976)
Sabach, S., Shtern, S.: A first-order method for solving convex bilevel optimization problems. SIAM J. Optim. 27, 640–660 (2017)
Santos, P., Scheimberg, S.: An inexact subgradient algorithm for equilibrium problems. Comput. Appl. Math. 30, 91–107 (2011)
Seydenschwanz, M.: Convergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutions. Comput. Optim. Appl. 629, 731–760 (2015)
Vuong, P.T., Strodiot, J.J., Hien, N.V.: On extragradient-viscosity methods for solving equilibrium and fixed point problems in a Hilbert space. Optimization 64, 429–451 (2015)
Xu, H.K.: Averaged mappings and the gradient-projection algorithm. J. Optim. Theory Appl. 150, 360–378 (2011)
Xu, H.K.: Iterative algorithms for nonlinear operators. J. London Math. Soc. 66, 240–256 (2002)
Acknowledgements
The authors sincerely thank the Editor and anonymous reviewers for their constructive comments which helped them to improve the quality and presentation of this paper. This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under Grant Number 101.01-2020.06.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
There are no conflicts of interest to this work. All authors have contributed equally.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Van Hieu, D., Quy, P.K. One-Step iterative method for bilevel equilibrium problem in Hilbert space. J Glob Optim 85, 487–510 (2023). https://doi.org/10.1007/s10898-022-01207-2
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-022-01207-2