Abstract:
A regularized continuous variant of the gradient projection method with
prediction in combination with the penalty function method in a space of
variable metric is proposed for solving the problems of equilibrium
programming. The convergence of a trajectory started at an arbitrary initial
point to the normal solution of the problem is proved. A regularizing
operator is found.
Keywords:extragradient methods, equilibrium programming, inexact sets, gradient projection method, penalty function method, spaces of variable metric.