Results 41 to 50 of about 145 (134)

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, JeanPierre Dussault, Abdelhamid Benchakroun   +2 more
doaj   +1 more source

Penalized complementarity functions on symmetric cones

, 2009
Complementarity problem, Complementarity functions, Merit functions, Symmetric cones, Primary: 90C33,
Yongdo Lim, Sangho Kum
core   +1 more source

Vectorial exceptional families of elements

, 2010
Vector complementarity problems, Exceptional families of elements, Hemicontinuity, Pseudomonotone multivalued mappings, 49J40, 90C33,
Y. Chiang
core   +1 more source

An inertial shrinking projection self-adaptive algorithm for solving split variational inclusion problems and fixed point problems in Banach spaces

Demonstratio Mathematica
In this article, we study the split variational inclusion and fixed point problems using Bregman weak relatively nonexpansive mappings in the pp-uniformly convex smooth Banach spaces.
Ngwepe Matlhatsi Dorah, Jolaoso Lateef Olakunle, Aphane Maggie, Adiele Ugochukwu Oliver   +3 more
doaj   +1 more source

A Discrete Multivariate Mean Value Theorem with Applications [PDF]

, 2006
AMS classifications: 47H10; 54H25; 55M20; 90C33 ...
Yang, Z.F., Talman, A.J.J.
core  

A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

EURO Journal on Computational Optimization, 2019
The plain Newton-min algorithm for solving the linear complementarity problem (LCP) “0⩽x⊥(Mx+q)⩾0” can be viewed as an instance of the plain semismooth Newton method on the equational version “min(x,Mx+q)=0” of the problem.
Jean-Pierre Dussault, Mathieu Frappier, Jean Charles Gilbert   +2 more
doaj   +1 more source

An Irregular Grid Approach for Pricing High Dimensional American Options [PDF]

, 2002
AMS classifications: 35R35; 60G40; 65D15 ...
Berridge, S.J., Schumacher, H., Schumacher, J.M., Berridge, S.   +3 more
core  

Complementarity-based nonlinear programming techniques for optimal mixing in gas networks

EURO Journal on Computational Optimization, 2019
We consider nonlinear and nonsmooth mixing aspects in gas transport optimization problems. As mixed-integer reformulations of pooling-type mixing models already render small-size instances computationally intractable, we investigate the applicability of ...
FalkM. Hante, Martin Schmidt
doaj   +1 more source

Nonmonotone equilibrium problems: coercivity conditions and weak regularization

, 2010
Equilibrium problems, Nonmonotone bifunctions, Coercivity conditions, Regularization method, Existence of solutions, 90C33, 49J40, 47J20, 65K10, 65J20,
D. Dyabilkin, I. Konnov, D. A. Dyabilkin, I. V. Konnov   +3 more
core   +1 more source

Implicit iterative method for approximating a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup

Arab Journal of Mathematical Sciences, 2014
In this paper, we introduce and study an implicit iterative method to approximate a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup in real Hilbert spaces. Further, we prove that the nets generated by the
K.R. Kazmi, S.H. Rizvi
doaj   +1 more source