Ir al contenido

Documat


Solución analítica de problemas de cuasi-equilibrio en una variable

  • Navarro R., Frank [1]
    1. [1] Universidad Nacional Santiago Antúnez de Mayolo

      Universidad Nacional Santiago Antúnez de Mayolo

      Huaraz, Perú

  • Localización: Selecciones Matemáticas, ISSN-e 2411-1783, Vol. 7, Nº. 1, 2020 (Ejemplar dedicado a: January - July), págs. 136-143
  • Idioma: español
  • DOI: 10.17268/sel.mat.2020.01.12
  • Títulos paralelos:
    • Analytical solution of quasi-equilibrium problems in one variable
  • Enlaces
  • Resumen
    • español

      El problema de cuasi-equilibrio (QEP) es una generalización del clásico problema de equilibrio (EP) donde el conjunto de restricciones depende del punto en referencia. Este tipo de problema generaliza problemas importantes como desigualdades cuasi-variacionales (QVI) y problemas de equilibrio de Nash generalizados (GNEP). En los últimos años, el estudio de QEP ha aumentado, tanto desde el punto de vista de existencia y unicidad de soluciones asi como de algoritmos para encontrar soluciones. En ambos tipos de investigación, supocisiones y resultados teóricos son dados, entonces es necesario poder mostrar ejemplos que puedan mostrar la validez o la falsedad de esos resultados. Este artículo pretende ayudar en esta tarea, proporcionando dos resultados para encontrar todo el conjunto solución de QEP en una variable.

    • English

      The quasi-equilibrium problem (QEP) is a generalization of the classic equilibrium problem (EP) where the constraint set does depend on the reference point. It generalizes important problems such as quasivariational inequalities (QVI) and generalized Nash equilibrium problems (GNEP). In recent years the study of QEP has increased, both from the point of view of existence and uniqueness of solutions and of algorithms to find solutions. In both types of research, assumptions and theoretical results are given, so it is necessary to be able to show examples that can show the validity or falsity of those results . This article aims to help in this task, providing two results to find the whole solution set of QEPs in a variable.

  • Referencias bibliográficas
    • Bensoussan A, Goursat M, Lions J. Contrôle impulsionnel et inéquations quasi-variationnelles stationnaires. C. R. Acad. Sci. Paris Sér. A-B....
    • Anh, Pham Ngoc, Tran TH Anh, Nguyen D. Hien, Modified basic projection methods for a class of equilibrium problems. Numerical Algorithms....
    • Bigi G, Castellani M, Pappalardo M, Passacantando M. Nonlinear Programming Techniques for Equilibria. Springer, 2019.
    • Bigi G, Passacantando M. Fixed-point and extragradient methods for quasi-equilibria. Optimization and Decision Science. p.10
    • Bigi G, Passacantando M. Gap functions for quasi-equilibria. Journal of Global Optimization. 2016; 66(4):791-810.
    • Blum E, Oettli W. From optimization and variational inequalities to equilibrium problems. Math. Program. 1994; 63(1-4):123-145.
    • Bueno L, Haeser G, Navarro F. Optimality conditions and constraint qualifications for generalized nash equilibrium problems and their practical...
    • Bueno L, Haeser G, Lara F, Rojas F. An Augmented Lagrangian method for quasi-equilibrium problems. Computational Optimization and Applications....
    • Baiocchi C, Capelo A. Variational and quasivariational inequalities: applications to free boundary problems. A Wiley-Interscience publication....
    • Castellani M, Massimiliano G, Castellani M. An existence result for quasiequilibrium problems in separable Banach spaces. Journal of Mathematical...
    • Cotrina J, Zúñiga J. A note on quasi-equilibrium problems. Operations Research Letters. 2018; 46(1):138-140.
    • Cotrina J, Zúñiga J. Quasi-equilibrium problems with non-self constraint map. Journal of Global Optimization. 2019; 75(1):177-197.
    • Cotrina J, Hantoute A, Svensson A. Coerciveness condition for quasi-equilibrium problems. arXiv preprint arXiv. 2019; 1901(09116).
    • Dreves A. Computing all solutions of linear generalized Nash equilibrium problems. Mathematical Methods of Operations Research. 2017; 85(2):207-221.
    • Dreves A, Gerdts M. A generalized Nash equilibrium approach for optimal control problems of autonomous cars. Optimal Control Applications...
    • Dreves A. An algorithm for equilibrium selection in generalized Nash equilibrium problems. Computational Optimization and Applications. 2019;...
    • Dreves A. How to select a solution in generalized Nash equilibrium problems. Journal of Optimization Theory and Applications. 2018; 178(3):973-997.
    • Dreves A. Uniqueness for quasi-variational inequalities. Set-Valued and Variational Analysis. 2016; 24(2):285-297.
    • Dreves A. Globally convergent algorithms for the solution of generalized Nash equilibrium problems. 2012.
    • Dreves A. Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets. Mathematical Methods of...
    • Facchinei F, Pang J. Finite-Dimensional Variational Inequalities and Complementarity Problems. Berlin: Springer; 2002.
    • Facchinei F, Kanzow C. Generalized Nash equilibrium problems. Annals of Operations Research. 2010; 175:177-211.
    • Fan K. Minimax inequality and applications. v. 3, Inequalities, Academic Press, New York. 1972:103-113.
    • Fischer A, Herrich M, Schonefeld K. Generalized Nash equilibrium problems – Recent advances and challenges, Pesquisa Operacional. 2014; 34:521-558.
    • Hieu D, Cho Y, Xiao Y. Golden ratio algorithms with new stepsize rules for variational inequalities. Math. Meth. Appl. Sci. 2019.
    • Hieu D, Anh P, Muu L. Modified extragradient-like algorithms with new stepsizes for variational inequalities. Comput. Optim. Appl. 2019; 73:913-932
    • Kanzow C, Steck D. Augmented Lagrangian and exact penalty methods for quasi-variational inequalities. Computational Optimization and Applications....
    • Konnov I. Equilibrium Models and Variational Inequalities. Elsevier, Amsterdam. 2007.
    • Lignola B, Morgan J. Approximations of Quasi-Variational Problems Including Social Nash Equilibria in Abstract Economies. 2010.
    • Nasri M, et al. Implementation of augmented Lagrangian methods for equilibrium problems. Journal of Optimization Theory and Applications....
    • Oliveira P, Santos P, Silva A. A Tikhonov-type regularization for equilibrium problems in Hilbert spaces. Journal of Mathematical Analysis...
    • Santos P, Scheimberg S. A proximal Newton-type method for equilibrium problems. Optimization Letters. 2018; 12(5):997-1009.
    • Scheimberg S, Jacinto F. An extension of fkkm lemma with application to generalized equilibrium problems. Pac. J. Optim. 2010; 6(2):243–253.
    • Mosco U. Implicit variational problems and quasi variational inequalities. Nonlinear operators and the calculus of variations. Springer. 1976;...
    • Van N, et al. An extragradient-type method for solving nonmonotone quasi-equilibrium problems. Optimization. 2018 67(5):651-664.

Fundación Dialnet

Mi Documat

Opciones de artículo

Opciones de compartir

Opciones de entorno