Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems PDF Author: Francisco Facchinei
Publisher: Springer Science & Business Media
ISBN: 0387218149
Category : Mathematics
Languages : en
Pages : 724

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Book Description
This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of 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.

Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems PDF Author: Francisco Facchinei
Publisher: Springer Science & Business Media
ISBN: 0387218149
Category : Mathematics
Languages : en
Pages : 724

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Book Description
This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of 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.

Complementarity and Variational Problems

Complementarity and Variational Problems PDF Author: Michael C. Ferris
Publisher: SIAM
ISBN: 9780898713916
Category : Mathematics
Languages : en
Pages : 494

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Book Description
After more than three decades of research, the subject of complementarity problems and its numerous extensions has become a well-established and fruitful discipline within mathematical programming and applied mathematics. Sources of these problems are diverse and span numerous areas in engineering, economics, and the sciences. Includes refereed articles.

Variational Inequalities and Complementarity Problems

Variational Inequalities and Complementarity Problems PDF Author: Richard Cottle
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 440

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Book Description


Newton-Type Methods for Optimization and Variational Problems

Newton-Type Methods for Optimization and Variational Problems PDF Author: Alexey F. Izmailov
Publisher: Springer
ISBN: 3319042475
Category : Business & Economics
Languages : en
Pages : 587

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Book Description
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.

Complementarity: Applications, Algorithms and Extensions

Complementarity: Applications, Algorithms and Extensions PDF Author: Michael C. Ferris
Publisher: Springer Science & Business Media
ISBN: 1475732791
Category : Computers
Languages : en
Pages : 400

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Book Description
This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com invited papers were presented plementarity 99 (ICCP99) held in Madison, Wisconsin during June 9-12, 1999 with support from the National Science Foundation under Grant DMS-9970102. Complementarity is becoming more widely used in a variety of appli cation areas. In this volume, there are papers studying the impact of complementarity in such diverse fields as deregulation of electricity mar kets, engineering mechanics, optimal control and asset pricing. Further more, application of complementarity and optimization ideas to related problems in the burgeoning fields of machine learning and data mining are also covered in a series of three articles. In order to effectively process the complementarity problems that arise in such applications, various algorithmic, theoretical and computational extensions are covered in this volume. Nonsmooth analysis has an im portant role to play in this area as can be seen from articles using these tools to develop Newton and path following methods for constrained nonlinear systems and complementarity problems. Convergence issues are covered in the context of active set methods, global algorithms for pseudomonotone variational inequalities, successive convex relaxation and proximal point algorithms. Theoretical contributions to the connectedness of solution sets and constraint qualifications in the growing area of mathematical programs with equilibrium constraints are also presented. A relaxation approach is given for solving such problems. Finally, computational issues related to preprocessing mixed complementarity problems are addressed.

The Linear Complementarity Problem

The Linear Complementarity Problem PDF Author: Richard W. Cottle
Publisher: SIAM
ISBN: 0898716861
Category : Mathematics
Languages : en
Pages : 781

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Book Description
A revised edition of the standard reference on the linear complementarity problem.

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.

Lagrange Multiplier Approach to Variational Problems and Applications

Lagrange Multiplier Approach to Variational Problems and Applications PDF Author: Kazufumi Ito
Publisher: SIAM
ISBN: 0898716497
Category : Mathematics
Languages : en
Pages : 354

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Book Description
Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces PDF Author: Michael Ulbrich
Publisher: SIAM
ISBN: 1611970687
Category : Mathematics
Languages : en
Pages : 315

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Book Description
A comprehensive treatment of semismooth Newton methods in function spaces: from their foundations to recent progress in the field. This book is appropriate for researchers and practitioners in PDE-constrained optimization, nonlinear optimization and numerical analysis, as well as engineers interested in the current theory and methods for solving variational inequalities.

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models PDF Author: F. Giannessi
Publisher: Springer Science & Business Media
ISBN: 0306480263
Category : Mathematics
Languages : en
Pages : 304

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Book Description
The aim of the book is to cover the three fundamental aspects of research in equilibrium problems: the statement problem and its formulation using mainly variational methods, its theoretical solution by means of classical and new variational tools, the calculus of solutions and applications in concrete cases. The book shows how many equilibrium problems follow a general law (the so-called user equilibrium condition). Such law allows us to express the problem in terms of variational inequalities. Variational inequalities provide a powerful methodology, by which existence and calculation of the solution can be obtained.