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A Douglas-Rachford Splitting Method for Solving Equilibrium Problems (1110.1670v2)
Published 7 Oct 2011 in math.OC
Abstract: We propose a splitting method for solving an equilibrium problem involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of two appropriate maximally monotone operators. Our algorithm is a consequence of the Douglas--Rachford splitting applied to this auxiliary monotone inclusion. Connections between monotone inclusions and equilibrium problems are studied.
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