A Two-Phase Algorithm for a Variational Inequality Formulation of Equilibrium Problems
We introduce an explicit algorithm for solving nonsmooth equilibrium problems in finite-dimensional spaces. A particular iteration proceeds in two phases. In the first phase, an orthogonal projection onto the feasible set is replaced by projections onto suitable hyperplanes. In the second phase, a projected subgradient type iteration is replaced by a specific projection onto a halfspace. We prove, under suitable assumptions, convergence of the whole generated sequence to a solution of the problem. The proposed algorithm has a low computational cost per iteration and, some numerical results are reported.
equilibrium problem projection method relaxed method