558. Nonsmooth optimization techniques for computing projected quasi-equilibria
Invited abstract in session WB-9: Variational Analysis III, stream Variational analysis: theory and algorithms.
Wednesday, 10:30-12:30Room: B100/8013
Authors (first author is the speaker)
| 1. | Giancarlo Bigi
|
| Dipartimento di Informatica, Universita' di Pisa |
Abstract
Projected solutions to a quasiequilibrium problem allow overcoming the possible lack of (standard) solutions when the constraining set-valued
map is not a self-map. This paper aims at providing a descent algorithm for
computing projected solutions by relying on a reformulation of the problem asa nonsmooth optimization problem. The nonsmoothness of the gap function
can be dealt with successfully through the nonexpansiveness of the projectionand tools such as Clarke subdifferentials. Nonetheless, some additional difficulties arise since the projection brings in nonsmoothness also in constraints that are provided by differentiable bifunctions. Monotonicity assumptions on the constraints have to cope with this further issue both to devise the algorithm and prove its convergence. Preliminary numerical tests show a promising behaviour of the algorithm.
The talk is based on joint papers with Marco Castellani and Sara Latini
Keywords
- Complementarity and variational problems
- Non-smooth optimization
Status: accepted
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