双层均衡问题的广义近端距离

Generalized Proximal Distances for Bilevel Equilibrium Problems

SIAM Journal on Optimization · 2016
被引 24
ABS 3

中文导读

研究了一种涉及两个单调均衡函数的双层问题,提出用广义近端距离的邻近点法求解,并给出了算法生成序列的收敛分析框架,适用于层级组织中领导-追随关系的稳定性与变化动态问题。

Abstract

We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequence generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of a leader-follower relationship in a hierarchical organization.

双层优化均衡问题数学优化收敛分析