ETD

• approximation
• constrained
• constraints
• continuous
• convex
• descent methods
• equilibrium
• KKT
• nash
• nonlinear
• optimality conditions
• optimization
• problem

Equilibrium problems naturally arise in the modelling of competitive agents systems in many fields of Engineering. Several descent methods have been developed to solve them, usually asking for an exact solution of auxiliary optimization problems at each step. We propose two algorithms that rely only on approximated solutions of these auxiliary problems. Some ideas on possible methods for computing these solutions efficiently controlling the error are also given. Preliminary numerical tests on cloud computing scenarios have been carried out.