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This article is cited in 3 scientific papers (total in 3 papers)
Shooting method for solving equilibrium programming problems
B. A. Budak Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia
Abstract:
A new iterative method is proposed for solving equilibrium programming problems. The sequence of points it generates is proved to converge weakly to the solution set of the equilibrium problem under study. If the initial point has at least one projection onto the solution set of the equilibrium problem, the sequence generated by the method is shown to converge strongly to the set of these projections. The partial gradient of the initial data is assumed to be invertible and strictly monotone, which differs from the classical skew-symmetry condition.
Key words:
equilibrium programming, invertible and strictly monotone gradient, shooting method, strong convergence, weak convergence, skew-symmetry.
Received: 01.07.2013
Citation:
B. A. Budak, “Shooting method for solving equilibrium programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 53:12 (2013), 2008–2013; Comput. Math. Math. Phys., 53:12 (2013), 1819–1824
Linking options:
https://www.mathnet.ru/eng/zvmmf9958 https://www.mathnet.ru/eng/zvmmf/v53/i12/p2008
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