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arXiv · 1110.1670

A Douglas-Rachford Splitting Method for Solving Equilibrium Problems

Luis M. Briceño-Arias
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Abstract

We propose a splitting method for solving an equilibrium problem involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of two appropriate maximally monotone operators. Our algorithm is a consequence of the Douglas--Rachford splitting applied to this auxiliary monotone inclusion. Connections between monotone inclusions and equilibrium problems are studied.

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Luis M. Briceño-Arias. 2011-10-07. A Douglas-Rachford Splitting Method for Solving Equilibrium Problems. https://doi.org/10.1016/j.na.2012.06.014

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