Shooting method for solving equilibrium programming problems

被引：0

作者：

Budak, B. A. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119991, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2013年 / 53卷 / 12期

基金：

俄罗斯基础研究基金会;

关键词：

equilibrium programming; invertible and strictly monotone gradient; shooting method; strong convergence; weak convergence; skew-symmetry;

D O I：

10.1134/S0965542513120038

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1819 / 1824

页数：6