On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method

Michal Červinka

Displaying similar documents to “On computation of C-stationary points for equilibrium problems with linear complementarity constraints via homotopy method”

A modified standard embedding for linear complementarity problems

Sira Allende Allonso, Jürgen Guddat, Dieter Nowack (2004)

Kybernetika

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We propose a modified standard embedding for solving the linear complementarity problem (LCP). This embedding is a special one-parametric optimization problem $P (t), t \in [0, 1]$ . Under the conditions (A3) (the Mangasarian–Fromovitz Constraint Qualification is satisfied for the feasible set $M (t)$ depending on the parameter $t$ ), (A4) ( $P (t)$ is Jongen–Jonker– Twilt regular) and two technical assumptions, (A1) and (A2), there exists a path in the set of stationary points connecting the chosen starting point for $P (0)$ ...

Singularities of the stationary domain for polydynamical systems

Célia Moreira (2006)

Control and Cybernetics

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Dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation

Ladislav Lukšan (1986)

Aplikace matematiky

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The paper describes the dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation. Two cases are analyzed in detail, differring in linear dependence of gradients of the active functions. The complete algorithm of the dual method is presented and its finite step convergence is proved.

Singularities of optimal averaged profit for stationary strategies.

Moreira, Célia (2006)

Portugaliae Mathematica. Nova Série

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An SQP method for mathematical programs with complementarity constraints with strong convergence properties

Matus Benko, Helmut Gfrerer (2016)

Kybernetika

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We propose an SQP algorithm for mathematical programs with complementarity constraints which solves at each iteration a quadratic program with linear complementarity constraints. We demonstrate how strongly M-stationary solutions of this quadratic program can be obtained by an active set method without using enumeration techniques. We show that all limit points of the sequence of iterates generated by our SQP method are at least M-stationary.

Two minimax-type methods for solving systems of nonlinear equations

Jaroslav Hrouda (1969)

Aplikace matematiky

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The system of equations $h_{i} (x) = 0 (i = 1, ..., r; x \in E_{n})$ is solved by means of iterative methods of minimization of the functions A) $m a x_{i} h_{i} (x)$ under the conditions $h_{i} (x) \geq 0$ , B) $m a x_{i} |h_{i} (x)|$ . These methods are derived from the Zoutendijk’s method of feasible directions. A good deal of attention is paid to their numerical aspects.