About the Subgradient Method for Equilibrium Problems

Abstract

Convergence results of the subgradient algorithm for equilibrium problems were mainly obtained using a Lipschitz continuity assumption on the given bifunctions. In this paper, we first provide a complexity result for monotone equilibrium problems without assuming Lipschitz continuity. Moreover, we give a convergence result of the value of the averaged sequence of iterates beyond Lipschitz continuity. Next, we derive a rate convergence in terms of the distance to the solution set relying on a growth condition. Applications to convex minimization and min–max problems are also stated. These ideas and results deserve to be developed and further refined.

Keywords

• subgradient method
• equilibrium problem
• convex minimization
• min–max problem