Abstract:A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrained global optimization program and some bounds on the Lipschitz constant of such functions are provided. The proposed global optimization approach is a combination of an improved version of the algorithm, which exploits local bounds of the Lipschitz constant of the objective function, with local minimizations. Unlike most existing … Show more
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