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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Stability Of Linear Equations Solvers In Interior-Point Methods
, 1994 . Primal-dual interior-point methods for linear complementarity and linear programming problems solve a linear system of equations to obtain a modified Newton step at each iteration.
Stephen J. Wright
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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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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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On the accurate identification of active constraints
, 1998 . We consider nonlinear programs with inequality constraints, and we focus on the problem of identifying those constraints which will be active at an isolated local solution.
Francisco Facchinei +4 more
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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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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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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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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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Locating the least 2-norm solution of linear programs via a path-following methods
, 2002 . A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve certain equivalent perturbed quadratic programs or unconstrained ...
Yun-bin Zhao +3 more
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