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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 4, Pages 637–649
(Mi zvmmf668)
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A regularized continuous first-order prediction linearization method with a variable metric for solving equilibrium programming problems with an inaccurately prescribed set
A. B. Budak Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Abstract:
A regularized continuous variant of the first-order prediction linearization method in a variable-metric space is proposed for solving equilibrium problems with an inaccurately prescribed set. The convergence of the trajectory to a normal solution to this problem for an arbitrarily chosen initial point is proved. A regularizing operator is constructed.
Key words:
equilibrium programming problems, continuous linearization methods, regularizing operator.
Received: 14.09.2004
Citation:
A. B. Budak, “A regularized continuous first-order prediction linearization method with a variable metric for solving equilibrium programming problems with an inaccurately prescribed set”, Zh. Vychisl. Mat. Mat. Fiz., 45:4 (2005), 637–649; Comput. Math. Math. Phys., 45:4 (2005), 613–625
Linking options:
https://www.mathnet.ru/eng/zvmmf668 https://www.mathnet.ru/eng/zvmmf/v45/i4/p637
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