Search Results - subject:"Variational inequality problems"

A generic column generation principle: derivation and convergence analysis

Larsson, Torbjörn; Migdalas, Athanasios; Patriksson, … - In: Operational research : an international journal 15 (2015) 2, pp. 163-198

Persistent link: https://www.econbiz.de/10011410003

Asymptotic analysis for proximal-type methods in vector variational inequality problems

Chen, Zhe - In: Operations research letters 43 (2015) 3, pp. 226-230

Persistent link: https://www.econbiz.de/10011309573

A smoothing homotopy method for variational inequality problems on polyhedral convex sets

Zhou, Zhengyong; Yu, Bo - In: Journal of Global Optimization 58 (2014) 1, pp. 151-168

method is presented for solving variational inequality problems on polyhedral convex sets. We construct a new smoothing …

Persistent link: https://www.econbiz.de/10010994066

A PROGRESSIVE EQUILIBRATION ALGORITHM FOR GENERAL MARKET EQUILIBRIUM PROBLEMS UNDER CONSTRAINTS

QIAN, GANG; HE, HONGJIN; HAN, DEREN - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340006-1

This paper considers the general Spatial Price Equilibrium (SPE) problem under constraints of supply-guarantee at demand markets and, in the meantime, protecting the scarce resources at supply markets. We first formulate the equilibrium problem as a variational inequality (VI) problem with...

Persistent link: https://www.econbiz.de/10010671613

Strong convergence theorems for variational inequality problems and quasi-<InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\phi}$$</EquationSource> </InlineEquation>-asym...

Zegeye, H.; Shahzad, N. - In: Journal of Global Optimization 54 (2012) 1, pp. 101-116

variational inequality problems for γ-inverse strongly monotone mappings and fixed point of two continuous quasi …

Persistent link: https://www.econbiz.de/10010994062

An improved two-step method for solving generalized Nash equilibrium problems

Han, Deren; Zhang, Hongchao; Qian, Gang; Xu, Lingling - In: European Journal of Operational Research 216 (2012) 3, pp. 613-623

The generalized Nash equilibrium problem (GNEP) is a noncooperative game in which the strategy set of each player, as well as his payoff function, depend on the rival players strategies. As a generalization of the standard Nash equilibrium problem (NEP), the GNEP has recently drawn much...

Persistent link: https://www.econbiz.de/10010574168

Solving a class of variational inequalities with inexact oracle operators

Han, Deren; Xu, Wei; Yang, Hai - In: Mathematical Methods of Operations Research 71 (2010) 3, pp. 427-452

Consider a class of variational inequality problems of finding <InlineEquation ID="IEq2"> <EquationSource Format …. We propose an iterative method for solving this class of variational inequality problems. At each iteration, the method …

Persistent link: https://www.econbiz.de/10010999817

Solving a class of variational inequalities with inexact oracle operators

Han, Deren; Xu, Wei; Yang, Hai - In: Computational Statistics 71 (2010) 3, pp. 427-452

Consider a class of variational inequality problems of finding $${x^*\in S}$$ , such that $$f(x^*)^\top (z-x^*)\geq 0 … iterative method for solving this class of variational inequality problems. At each iteration, the method consists of two steps …

Persistent link: https://www.econbiz.de/10010759411

A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints

Zhang, Liping; Lai, Yanlian - In: Mathematical Methods of Operations Research 51 (2000) 3, pp. 459-470

In this paper, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is …

Persistent link: https://www.econbiz.de/10010950290

A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints

Zhang, Liping; Lai, Yanlian - In: Computational Statistics 51 (2000) 3, pp. 459-470

In this paper, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is …

Persistent link: https://www.econbiz.de/10010847905