Generalized Proximal Distances for Bilevel Equilibrium Problems

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G. Bento et al., « Generalized Proximal Distances for Bilevel Equilibrium Problems », HAL-SHS : économie et finance, ID : 10.1137/140975589


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We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequence generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of a leader-follower relationship in a hierarchical organization.

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