On penalty methods for non monotone equilibrium problems

We consider a general equilibrium problem under weak coercivity conditions in a finite-dimensional space setting. It appears such a condition provides convergence of the general penalty method without any monotonicity assumptions. We also show that the regularized version of the penalty method enables us to further weaken the coercivity condition.

[1]  Monica Bianchi,et al.  Coercivity Conditions for Equilibrium Problems , 2005 .

[2]  Le Dung Muu,et al.  A lagrangian penalty function method for monotone variational inequalities , 1989 .

[3]  Francisco Facchinei,et al.  Penalty Methods for the Solution of Generalized Nash Equilibrium Problems , 2010, SIAM J. Optim..

[4]  J. Goodman Note on Existence and Uniqueness of Equilibrium Points for Concave N-Person Games , 1965 .

[5]  I. Konnov Spatial equilibrium problems for auction type systems , 2008 .

[6]  I. Konnov Combined Relaxation Methods for Variational Inequalities , 2000 .

[7]  Igor V. Konnov,et al.  Nonmonotone equilibrium problems: coercivity conditions and weak regularization , 2011, J. Glob. Optim..

[8]  Anatoly Antipin,et al.  A stabilization method for equilibrium programming problems with an approximately given set , 1999 .

[9]  C. Baiocchi,et al.  Variational and quasivariational inequalities: Applications to free boundary problems , 1983 .

[10]  Siegfried Schaible,et al.  Minimal Coercivity Conditions and Exceptional Families of Elements in Quasimonotone Variational Inequalities , 2004 .

[11]  I. Konnov Generalized Monotone Equilibrium Problems and Variational Inequalities , 2005 .

[12]  H. Nikaidô,et al.  Note on non-cooperative convex game , 1955 .

[13]  Siegfried Schaible,et al.  Handbook of Generalized Convexity and Generalized Monotonicity , 2005 .

[14]  Igor V. Konnov,et al.  Decomposition Approaches for Constrained Spatial Auction Market Problems , 2009 .

[15]  W. Oettli,et al.  From optimization and variational inequalities to equilibrium problems , 1994 .

[16]  Jean Cea,et al.  Optimization - Theory and Algorithms , 1978 .