Combined Relaxation Methods for Variational Inequalities

Combined Relaxation Methods for Variational Inequalities PDF Author: Igor Konnov
Publisher: Springer Science & Business Media
ISBN: 3642568866
Category : Business & Economics
Languages : en
Pages : 190

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Book Description
Variational inequalities proved to be a very useful and powerful tool for in vestigation and solution of many equilibrium type problems in Economics, Engineering, Operations Research and Mathematical Physics. In fact, varia tional inequalities for example provide a unifying framework for the study of such diverse problems as boundary value problems, price equilibrium prob lems and traffic network equilibrium problems. Besides, they are closely re lated with many general problems of Nonlinear Analysis, such as fixed point, optimization and complementarity problems. As a result, the theory and so lution methods for variational inequalities have been studied extensively, and considerable advances have been made in these areas. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relax ation (CR) approach. This approach is based on combining, modifying and generalizing ideas contained in various relaxation methods. In fact, each com bined relaxation method has a two-level structure, i.e., a descent direction and a stepsize at each iteration are computed by finite relaxation procedures.

Combined Relaxation Methods for Variational Inequalities

Combined Relaxation Methods for Variational Inequalities PDF Author: Igor Konnov
Publisher: Springer Science & Business Media
ISBN: 3642568866
Category : Business & Economics
Languages : en
Pages : 190

Get Book Here

Book Description
Variational inequalities proved to be a very useful and powerful tool for in vestigation and solution of many equilibrium type problems in Economics, Engineering, Operations Research and Mathematical Physics. In fact, varia tional inequalities for example provide a unifying framework for the study of such diverse problems as boundary value problems, price equilibrium prob lems and traffic network equilibrium problems. Besides, they are closely re lated with many general problems of Nonlinear Analysis, such as fixed point, optimization and complementarity problems. As a result, the theory and so lution methods for variational inequalities have been studied extensively, and considerable advances have been made in these areas. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relax ation (CR) approach. This approach is based on combining, modifying and generalizing ideas contained in various relaxation methods. In fact, each com bined relaxation method has a two-level structure, i.e., a descent direction and a stepsize at each iteration are computed by finite relaxation procedures.

Combined Relaxation Methods for Variational Inequalities

Combined Relaxation Methods for Variational Inequalities PDF Author: Igor Konnov
Publisher: Springer
ISBN: 9783642568879
Category :
Languages : en
Pages : 200

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Book Description
Variational inequalities proved to be a very useful tool for investigation and solution of various equilibrium type problems arising in Economics, Operations Research, Mathematical Physics, and Transportation. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relaxation approach. This approach is rather flexible and allows one to construct various methods both for single-valued and for multi-valued variational inequalities, including nonlinear constrained problems. The other essential feature of the combined relaxation methods is that they are convergent under very mild assumptions. The book can be viewed as an attempt to discribe the existing combined relaxation methods as a whole.

Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems PDF Author: Francisco Facchinei
Publisher: Springer Science & Business Media
ISBN: 0387218157
Category : Business & Economics
Languages : en
Pages : 698

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Book Description
This is part two of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It details algorithms for solving finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

Generalized Convexity and Related Topics

Generalized Convexity and Related Topics PDF Author: Igor V. Konnov
Publisher: Springer Science & Business Media
ISBN: 3540370072
Category : Business & Economics
Languages : en
Pages : 465

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Book Description
The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and applications, in particular, to optimization, economics and operations research.

Network Economics

Network Economics PDF Author: Anna Nagurney
Publisher: Springer Science & Business Media
ISBN: 1475730055
Category : Business & Economics
Languages : en
Pages : 423

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Book Description
Since the publication of the first edition of Network Economics: A Variational Inequality Approach in 1993, there have been many ad vances in both methodological developments, as well as, applications in this field. These have occurred in an environment of an increasingly networked global economy, in which the importance of transportation networks and communication networks is now well-recognized, with net works such as knowledge networks, environmental networks, and finan cial networks receiving growing attention. This edition adds recent research progress in new and evolving ar eas of network economics through common and unifying principles. In addition, it includes dynamic models of traffic, of spatially separated markets, of oligopolistic markets, and of financial markets. In order to expand the range and reach of this material, we have also included a series of problems in an appendix for self-study purposes and for use in the classroom. We note that computational economics has been at the forefront in stimulating the development of mathematical methodologies for the analysis and solution of complex, large-scale problems. The past fifteen years, in particular, have witnessed a dramatic growth of interest in this area. Supported by the increasing availability of data and by advances in computer architectures, the scale and dimensions of problems that can now be handled are unveiling new horizons in both theoretical modeling and policy analysis.

Vector Variational Inequalities and Vector Optimization

Vector Variational Inequalities and Vector Optimization PDF Author: Qamrul Hasan Ansari
Publisher: Springer
ISBN: 3319630490
Category : Business & Economics
Languages : en
Pages : 517

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Book Description
This book presents the mathematical theory of vector variational inequalities and their relations with vector optimization problems. It is the first-ever book to introduce well-posedness and sensitivity analysis for vector equilibrium problems. The first chapter provides basic notations and results from the areas of convex analysis, functional analysis, set-valued analysis and fixed-point theory for set-valued maps, as well as a brief introduction to variational inequalities and equilibrium problems. Chapter 2 presents an overview of analysis over cones, including continuity and convexity of vector-valued functions. The book then shifts its focus to solution concepts and classical methods in vector optimization. It describes the formulation of vector variational inequalities and their applications to vector optimization, followed by separate chapters on linear scalarization, nonsmooth and generalized vector variational inequalities. Lastly, the book introduces readers to vector equilibrium problems and generalized vector equilibrium problems. Written in an illustrative and reader-friendly way, the book offers a valuable resource for all researchers whose work involves optimization and vector optimization.

Encyclopedia of Optimization

Encyclopedia of Optimization PDF Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646

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Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Uncertainty Quantification in Variational Inequalities

Uncertainty Quantification in Variational Inequalities PDF Author: Joachim Gwinner
Publisher: CRC Press
ISBN: 1351857673
Category : Mathematics
Languages : en
Pages : 405

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Book Description
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline which aims to quantitatively treat any uncertainty in applied models. The primary objective of Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications is to present a comprehensive treatment of UQ in variational inequalities and some of its generalizations emerging from various network, economic, and engineering models. Some of the developed techniques also apply to machine learning, neural networks, and related fields. Features First book on UQ in variational inequalities emerging from various network, economic, and engineering models Completely self-contained and lucid in style Aimed for a diverse audience including applied mathematicians, engineers, economists, and professionals from academia Includes the most recent developments on the subject which so far have only been available in the research literature

Advances in Variational and Hemivariational Inequalities

Advances in Variational and Hemivariational Inequalities PDF Author: Weimin Han
Publisher: Springer
ISBN: 3319144901
Category : Mathematics
Languages : en
Pages : 389

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Book Description
This volume is comprised of articles providing new results on variational and hemivariational inequalities with applications to Contact Mechanics unavailable from other sources. The book will be of particular interest to graduate students and young researchers in applied and pure mathematics, civil, aeronautical and mechanical engineering, and can be used as supplementary reading material for advanced specialized courses in mathematical modeling. New results on well posedness to stationary and evolutionary inequalities and their rigorous proofs are of particular interest to readers. In addition to results on modeling and abstract problems, the book contains new results on the numerical methods for variational and hemivariational inequalities.

Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1

Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1 PDF Author: Dmitri Koroliouk
Publisher: John Wiley & Sons
ISBN: 1394284330
Category : Science
Languages : en
Pages : 452

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Book Description
Mathematical methods in engineering are characterized by a wide range of techniques for approaching various problems. Moreover, completely different analysis techniques can be applied to the same problem, which is justified by the difference in specific applications. Therefore, the study of the analyses and solutions of specific problems leads the researcher to generate their own techniques for the analysis of similar problems continuously arising in the process of technical development. Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications contains solutions to specific problems in current areas of computational engineering and cyberphysics.