Counterexamples on some articles on quasi-variational inclusion problems
Upper quasi-variational inclusion, Lower quasi-variational inclusion, Vector optimization problem, Upper and lower C-quasi-convex multi-valued mapping, Upper and lower C-continuous multi-valued mapping, 47H04, 90C25, 90C33, 90C47,
M. Vatandoost, H. Mohebi
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An Irregular Grid Approach for Pricing High Dimensional American Options [PDF]
AMS classifications: 35R35; 60G40; 65D15; 90C33;American options;high-dimensional problems;free boundary problems;optimal stopping;variational inequalities;numerical methods;unstructured mesh;Markov chain ...
Berridge, S.J., Schumacher, J.M.
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Iterative processes for common fixed points of two different families of mappings with applications
In this paper, an implicit iterative process is investigated for common fixed points of two different families of nonlinear mappings. Theorems of strong and weak convergence are established in real Hilbert spaces.
Xiaolong Qin, Shin Kang, Sun Cho
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Well-Behavior, Well-Posedness and Nonsmooth Analysis [PDF]
, 1998 AMS subject classification: 90C30, 90C33.We survey the relationships between well-posedness and well-behavior. The latter notion means that any critical sequence (xn) of a lower semicontinuous function f on a Banach space is minimizing.
Penot, Jean-Paul
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Convolution Complementarity Problems with Application to Impact Problems
, 2007 Convolution complementarity problems have the form 0 (k#u)(t)+q(t) for all t. These are shown to have solutions provided k(t) satisfies some mild regularity conditions, and provided k(0 ) is a P-matrix.
David E. Stewart
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Merit Functions and Descent Algorithms for a Class of Variational Inequality Problems [PDF]
, 1997 . We consider a variational inequality problem, where the cost mapping is the sum of a single-valued mapping and the subdifferential mapping of a convex function. For this problem we introduce a new class of equivalent optimization formulations; based on
Michael Patriksson, Patriksson, Michael
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A Two-steps Fixed-point Method for the Simplicial Cone Constrained Convex Quadratic Optimization [PDF]
In this paper, we deal with the resolution of the simplicial cone constrained convex quadratic optimization (abbreviated SCQO). It is known that the optimality conditions of SCQO is only a standard linear complementarity problem (LCP).
ACHACHE, Mohamed, KHALDI, Merzaka
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Effects Of Finite-Precision Arithmetic On Interior-Point Methods For Nonlinear Programming
, 1998 . We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are benign.
Stephen J. Wright
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Quantitative Stability Analysis of Stochastic Quasi-Variational Inequality Problems and Applications [PDF]
, 2020 . We consider a parametric stochastic quasi-variational inequality problem (SQVIP for short) where the underlying normal cone is defined over the solution set of a parametric stochastic cone system.
Jie Zhang, Li-Wei Zhang, Huifu Xu
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On the Solution of the Extended Linear Complementarity Problem
, 1998 The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined.
Roberto Andreani
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