A stabilization method for solution of a parametric multicriteria equilibrium programming problem
Ф. П. Васильев, Lyudmila Anatol'evna Artem'eva, А. С. Антипин · Moscow University Computational Mathematics and Cybernetics · 2009
A multicriteria equilibrium programming problem comprising a mathematical programming problem as a particular case, a multicriteria Pareto-point search problem, a minimization problem with equilibrium selection of the feasible set, etc., is considered. It is assumed that the initial data are known only approximately. In view of the fact that the considered problem is generally unstable with respect to the input data, a regularization method, which is a generalization of the Tikhonov stabilization method, is proposed. Conditions for matching the method parameters to the error in the input data are presented. The convergence of this method is analyzed.