Proximal point algorithm extended to equilibrium problems
Résumé
The author proposes a generalized proximal method for solving an equilibrium problem which consists in finding x 2 K such that F(x, y) 0, for all y 2 K, where K is a nonempty, convex and closed set of a real Hilbert space X, and F:K ×K !Ris a given bifunction with F(x, x) = 0 for all x 2 K. The weak convergence of the sequence generated by the method is proved under the assumptions of monotonicity and convexity, with respect to the second argument y (for every fixed x 2 K), of the bifunction F. Replacing the assumption of monotonicity with the one of strong monotonicity on F, a strong convergence result is obtained. A second strong convergence theorem is proved under the hypotheses of monotonicity and a new assumption of "co-Lipschitz continuity at 0" of the operator F. Applications to convex optimization, to the problem of finding a zero of a maximal monotone operator and to Nash equilibria problems are provided.