Results 51 to 60 of about 274 (60)
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 +2 more
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Behavioral Traps and the Equilibrium Problem on Hadamard Manifolds [PDF]
arXiv, 2013 In this paper we present a sufficient condition for the existence of a solution for an equilibrium problem on an Hadamard manifold and under suitable assumptions on the sectional curvature, we propose a framework for the convergence analysis of a proximal point algorithm to solve this equilibrium problem in finite time.
arxiv
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
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Projection onto simplicial cones by a semi-smooth Newton method [PDF]
arXiv, 2014 By using Moreau's decomposition theorem for projecting onto cones, the problem of projecting onto a simplicial cone is reduced to finding the unique solution of a nonsmooth system of equations. It is shown that a semi-smooth Newton method applied to the system of equations associated to the problem of projecting onto a simplicial cone is always well ...
arxiv
Densely defined equilibrium problems [PDF]
arXiv, 2014 In the present work we deal with set-valued equilibrium problems for which we provide sufficient conditions for the existence of a solution. The conditions that we consider are imposed not on the whole domain, but rather on a self segment-dense subset of it, a special type of dense subset.
arxiv
An Existence Result for the Generalized Vector Equilibrium Problem on Hadamard Manifold [PDF]
arXiv, 2014 A sufficient condition for the existence of a solution for generalized vector equilibrium problem (GVEP) on Hadamard manifold, by using a version of KKM lemma on this context, is presented in this paper. It is worth to point out that, in particular, existence result of solution for optimization problems, vector optimization problems, Nash equilibria ...
arxiv
Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities [PDF]
arXiv, 2014 Stochastic variational inequalities (SVI) model a large class of equilibrium problems subject to data uncertainty, and are closely related to stochastic optimization problems. The SVI solution is usually estimated by a solution to a sample average approximation (SAA) problem.
arxiv
Extended Horizontal Tensor Complementarity Problems [PDF]
arXivIn this paper, we study the nonemptiness, compactness, uniqueness, and finiteness of the solution set of a new type of nonlinear complementarity problem, namely the extended horizontal tensor complementarity problem (EHTCP). We introduce several classes of structured tensors and discuss the interconnections among these tensors.
arxiv
Fundamental ResearchIn a mathematical program with generalized complementarity constraints (MPGCC), complementarity relation is imposed between each pair of variable blocks.
Yukuan Hu, Xin Liu
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