Results 41 to 50 of about 274 (60)
A continuation method for tensor complementarity problems [PDF]
arXiv, 2018 We introduce a Kojima-Megiddo-Mizuno type continuation method for solving tensor complementarity problems. We show that there exists a bounded continuation trajectory when the tensor is strictly semi-positive and any limit point tracing the trajectory gives a solution of the tensor complementarity problem.
arxiv
Parallel extragradient-proximal methods for split equilibrium problems [PDF]
arXiv, 2015 In this paper, we introduce two parallel extragradient-proximal methods for solving split equilibrium problems. The algorithms combine the extragradient method, the proximal method and the hybrid (outer approximation) method. The weak and strong convergence theorems for iterative sequences generated by the algorithms are established under widely used ...
arxiv
Joint location and pricing within a user-optimized environment
EURO Journal on Computational Optimization, 2020 In the design of service facilities, whenever the behaviour of customers is impacted by queueing or congestion, the resulting equilibrium cannot be ignored by a firm that strives to maximize revenue within a competitive environment.
Teodora Dan +2 more
doaj
Extended Lorentz cones and mixed complementarity problems [PDF]
, 2014 In this paper we extend the notion of a Lorentz cone. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., monotone) with respect to the order defined by the cone. We determine the isotone projection sets with respect to an extended Lorentz cone. In particular a
arxiv +1 more source
Uniqueness of market equilibria on networks with transport costs
Operations Research Perspectives, 2018 We study the existence and uniqueness of equilibria for perfectly competitive markets in capacitated transport networks. The model under consideration is rather general so that it captures basic aspects of related models in, e.g., gas or electricity ...
Vanessa Krebs, Martin Schmidt
doaj
Principal pivot transforms: properties and applications [PDF]
Linear Algebra and Its Applications, 300:151-165, 2000, 1998 The principal pivot transform (PPT) of a matrix A partitioned relative to an invertible leading principal submatrix is a matrix B such that A [x_1^T x_2^T]^T = [y_1^T y_2^T]^T if and only if B [y_1^T x_2^T]^T = [x_1^T y_2^T]^T, where all vectors are partitioned conformally to A.
arxiv
A smoothing-type algorithm for solving inequalities under the order induced by a symmetric cone
Journal of Inequalities and Applications, 2011 In this article, we consider the numerical method for solving the system of inequalities under the order induced by a symmetric cone with the function involved being monotone. Based on a perturbed smoothing function, the underlying system of inequalities
Zhang Ying, Lu Nan
doaj
Penalty Interior-Point Method Fails to Converge [PDF]
arXiv, 2003 Equilibrium equations in the form of complementarity conditions often appear as constraints in optimization problems. Problems of this type are commonly referred to as mathematical programs with complementarity constraints (MPCCs). A popular method for solving MPCCs is the penalty interior-point algorithm (PIPA). This paper presents a small example for
arxiv
A globally convergent algorithm for MPCC
EURO Journal on Computational Optimization, 2015 We propose a penalty formulation based on the new regularization scheme for mathematical programs with complementarity constraints (MPCCs). We present an active set method which solves a sequence of penalty-regularized problems.
Abdeslam Kadrani +2 more
doaj
A Newton-Fixed Point Homotopy Algorithm For Nonlinear Complementarity Problems With Generalized Monotonicity [PDF]
arXiv, 2012 In this paper has been considered probability-one global convergence of NFPH (Newton-Fixed Point Homotopy) algorithm for system of nonlinear equations and has been proposed a probability-one homotopy algorithm to solve a regularized smoothing equation for NCP with generalized monotonicity.
arxiv