Search Results - subject:"Subgradient"

Noncooperative Convex Games: Computing Equilibrium by Partial Regularization.

Flam, S.D.; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2000

A class of non-cooperative constrained games is analysed for which the Ky Fan fuction is convex-concave. Nash equilibria of such games correspond to diagonal saddle points of the said function. This feature is exploited in designing computational algorithms for finding such equilibria.

Persistent link: https://www.econbiz.de/10005675265

Optimality conditions for set-valued optimization problems

Chen, Guang Ya; Jahn, Johannes - In: Computational Statistics 48 (1998) 2, pp. 187-200

The generalized contingent epiderivative of set-valued maps is introduced in this paper and its relationship to the contingent epiderivative is investigated. A unified necessary and sufficient optimality condition is derived in terms of the generalized contingent epiderivative. The existence of...

Persistent link: https://www.econbiz.de/10010847621

Optimality conditions for set-valued optimization problems

Chen, Guang Ya; Jahn, Johannes - In: Mathematical Methods of Operations Research 48 (1998) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10010950047

A Lagrangian Dual-Based Branch-and-Bound Algorithm for the Generalized Multi-Assignment Problem

Park, June S.; Lim, Byung Ha; Lee, Youngho - In: Management Science 44 (1998) 12-Part-2, pp. 271-271

the subgradient search each possess advantages that can be combined to develop a new Lagrangian dual search algorithm. The …

Persistent link: https://www.econbiz.de/10009189688

An interior point subgradient method for linearly constrained nondifferentiable convex programming

Frenk, Frenk, J.B.G.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996

. This algorithm combines the ideas of the affine scaling method with the subgradient method. It is a generalization of the …) 69-78, Kluwer]. In the new method, the search direction is obtained by projecting in a scaled space a subgradient of the … subgradient method. Convergence of the method is established. …

Persistent link: https://www.econbiz.de/10010837841

Algorithms for the Multi-Resource Generalized Assignment Problem

Gavish, Bezalel; Pirkul, Hasan - In: Management Science 37 (1991) 6, pp. 695-713

The multi-resource generalized assignment problem is encountered when a set of tasks have to be assigned to a set of agents in a way that permits assignment of multiple tasks to an agent subject to the availability of a set of multiple resources consumed by that agent. This problem differs from...

Persistent link: https://www.econbiz.de/10009191443

Multivariate Stratified Sampling by Optimization

Mulvey, John M. - In: Management Science 29 (1983) 6, pp. 715-724

subgradient method. Computational tests with several examples show that the within-strata variances and thus the accompanying …

Persistent link: https://www.econbiz.de/10009191702

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