An analytic center cutting plane algorithm for finding equilibrium points
RAIRO - Operations Research - Recherche Opérationnelle, Tome 40 (2006) no. 1, pp. 37-52.

We present a variant of the analytic center cutting plane algorithm proposed by Goffin et al. (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm.

DOI : 10.1051/ro:2006008
Classification : 90C25, 90C51
Mots clés : equilibrium problems, convex feasibility problem, analytic center cutting plane algorithm
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Raupp, Fernanda M. P.; Sosa, Wilfredo. An analytic center cutting plane algorithm for finding equilibrium points. RAIRO - Operations Research - Recherche Opérationnelle, Tome 40 (2006) no. 1, pp. 37-52. doi : 10.1051/ro:2006008. http://www.numdam.org/articles/10.1051/ro:2006008/

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