Abstract
We give an equivalent variational inequality formulation for a general class of equilibrium problems based upon auction decision rules. We show that a general relaxation iterative process with conditional gradient extrapolation ensures convergence to a solution under rather mild assumptions.
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Konnov, I.V. On variational inequalities for auction market problems. Optimization Letters 1, 155–162 (2007). https://doi.org/10.1007/s11590-006-0004-7
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DOI: https://doi.org/10.1007/s11590-006-0004-7