An outer approximation algorithm for equilibrium problems in Hilbert spaces
P. S. M. Santos, Susana Scheimberg · Optimization methods & software · 2014
We introduce an algorithm for solving non-smooth equilibrium problems in real Hilbert spaces. At each iteration, a regularized proximal-like equilibrium problem on a suitable outer approximation of the original constraint set is considered. We prove, under standard assumptions, that the sequence generated by the algorithm converges weakly to a solution of the problem. Some numerical experience with the algorithm is reported.