Convergence of inertial prox-penalization and inertial forward-backward algorithms for solving bilevel monotone equilibrium problems

2023

The main focus of this paper is on bilevel optimization on Hilbert spaces involving two monotone equilibrium bifunctions. We present a new achievement consisting on the introduction of inertial methods for solving this type of problems. Indeed, two several inertial type methods are suggested: a proximal algorithm and a forwardbackward one. Under suitable conditions and without any restrictive assumption on the trajectories, the weak and strong convergence of the sequence generated by the both iterative methods are established. Two particular cases illustrating the proposed methods are thereafter discussed with respect to hierarchical minimization problems and equilibrium problems under a sa…