A splitting subgradient algorithm for solving equilibrium problems involving the sum of two bifunctions and application to cournot-nash model.
Phung Minh DucXuan Thanh LePublished in: RAIRO Oper. Res. (2021)
Keyphrases
- problems involving
- probabilistic model
- cost function
- objective function
- mathematical model
- traffic assignment
- nash equilibrium
- learning algorithm
- recognition algorithm
- optimization procedure
- optimization method
- dynamic programming
- convergence rate
- np hard
- portfolio optimization
- computational complexity
- game theory
- em algorithm
- simulated annealing
- optimization algorithm
- input data
- similarity measure
- integer program
- solving complex
- probability distribution
- k means
- genetic programming
- knapsack problem
- search space
- markov random field
- primal dual
- neural network