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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 1, Pages 21–33
(Mi zvmmf343)
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This article is cited in 7 scientific papers (total in 7 papers)
A regularized Newton method for solving equilibrium programming problems with an inexactly specified set
A. S. Antipina, F. P. Vasil'evb, A. S. Stukalovb a Dorodnicyn Computing Center, Russian Academy of Sciences,
ul. Vavilova 40, Moscow, 119991, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia
Abstract:
Unstable equilibrium problems are examined in which the objective function and the set where the equilibrium point is sought are specified inexactly. A regularized Newton method, combined with penalty functions, is proposed for solving such problems, and its convergence is analyzed. A regularizing operator is constructed.
Key words:
equilibrium programming, regularization, Newton method, penalty functions.
Received: 12.05.2006
Citation:
A. S. Antipin, F. P. Vasil'ev, A. S. Stukalov, “A regularized Newton method for solving equilibrium programming problems with an inexactly specified set”, Zh. Vychisl. Mat. Mat. Fiz., 47:1 (2007), 21–33; Comput. Math. Math. Phys., 47:1 (2007), 19–31
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https://www.mathnet.ru/eng/zvmmf343 https://www.mathnet.ru/eng/zvmmf/v47/i1/p21
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Abstract page: | 629 | Full-text PDF : | 239 | References: | 83 | First page: | 1 |
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