Extension of proximal methods to equilibrium problems

Project: PHD

Description

We present a bundle method for solving nonsmooth convex equilibrium problems based on the auxiliary problem principle. First, we consider a general algorithm that we prove to be convergent. Then we explain how to make this algorithm implementable. The strategy is to approximate the nonsmooth convex functions by piecewise linear convex functions in such a way that the subproblems are easy to solve and the convergence is preserved.
StatusActive
Effective start/end date30/09/04 → …