Search Results - subject:"Subgradient projection"

Multiclass bi-criteria traffic assignment without class-specific variables : an alternative formulation and a subgradient projection algorithm

Li, Zhengyang; Li, Guoyuan; Xu, Zhandong; Chen, Anthony - In: Transportation research / E : an international journal 176 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014382085

A trial-and-error congestion pricing scheme for networks with elastic demand and link capacity constraints

Zhou, Bojian; Bliemer, Michiel; Yang, Hai; He, Jie - In: Transportation Research Part B: Methodological 72 (2015) C, pp. 77-92

-level iteration method is proposed for solving the hybrid problem, in which the approximate subgradient projection method is used for …

Persistent link: https://www.econbiz.de/10011191167

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - 2006

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaido-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10013208501

Computing Normalized Equilibria in Convex-Concave Games

Flåm, Sjur Didrik; Ruszczynski, A. - Institutt for Økonomi, Universitetet i Bergen - 2006

- variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points … almost as diﬃcult to handle as the original one. Subgradient projection, with dwindling step- sizes, has opposite properties … directions, appropriate step sizes are needed. At this juncture some techniques from subgradient projection methods will serve us …

Persistent link: https://www.econbiz.de/10008925668

FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES

FLÅM, S. D.; RUSZCZYŃSKI, A. - In: International Game Theory Review (IGTR) 10 (2008) 01, pp. 37-51

This paper considers a fairly large class of noncooperative games in which strategies are jointly constrained. When what is called the Ky Fan or Nikaidô-Isoda function is convex-concave, selected Nash equilibria correspond to diagonal saddle points of that function. This feature is exploited to...

Persistent link: https://www.econbiz.de/10005050956

Computing Normalized Equilibria in Convex-Concave Games

Flam, Sjur; Ruszczynski, A. - Nationalekonomiska Institutionen, Ekonomihögskolan - 2006

Persistent link: https://www.econbiz.de/10005645179

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