Search Results - subject:"gap function"

Iterative methods for solving monotone equilibrium problems via dual gap functions

Quoc, Tran; Muu, Le - In: Computational Optimization and Applications 51 (2012) 2, pp. 709-728

Persistent link: https://www.econbiz.de/10010896567

Gap functions and penalization for solving equilibrium problems with nonlinear constraints

Bigi, Giancarlo; Passacantando, Mauro - In: Computational Optimization and Applications 53 (2012) 2, pp. 323-346

The paper deals with equilibrium problems (EPs) with nonlinear convex constraints. First, EP is reformulated as a global optimization problem introducing a class of gap functions, in which the feasible set of EP is replaced by a polyhedral approximation. Then, an algorithm is given for solving...

Persistent link: https://www.econbiz.de/10010896583

A global optimization method for continuous network design problems

Li, Changmin; Yang, Hai; Zhu, Daoli; Meng, Qiang - In: Transportation Research Part B: Methodological 46 (2012) 9, pp. 1144-1158

on the concepts of gap function and penalty, the CNDP is transferred into a sequence of single level concave programs …

Persistent link: https://www.econbiz.de/10010591904

Dual extragradient algorithms extended to equilibrium problems

Quoc, Tran; Anh, Pham; Muu, Le - In: Journal of Global Optimization 52 (2012) 1, pp. 139-159

Persistent link: https://www.econbiz.de/10009399887

Weak sharp minima for set-valued vector variational inequalities with an application

Li, J.; Huang, N.J.; Yang, X.Q. - In: European Journal of Operational Research 205 (2010) 2, pp. 262-272

inequalities. The gap function [phi]T for set-valued strong vector variational inequalities (for short, SVVI) is proved to be less … than the gap function [phi]T for set-valued weak vector variational inequalities (for short, WVVI) under certain conditions … pseudomonotonicity, where pTi is a gap function for i-th component of SVVI and WVVI. As an application, the weak Pareto solution set of …

Persistent link: https://www.econbiz.de/10008551248

Levitin–Polyak well-posedness of vector equilibrium problems

Li, S.; Li, M. - In: Mathematical Methods of Operations Research 69 (2009) 1, pp. 125-140

problems are shown. Moreover, by virtue of a gap function for vector equilibrium problems, the equivalent relations between the …

Persistent link: https://www.econbiz.de/10010950214

A globally convergent descent method for nonsmooth variational inequalities

Panicucci, Barbara; Pappalardo, Massimo; Passacantando, … - In: Computational Optimization and Applications 43 (2009) 2, pp. 197-211

Persistent link: https://www.econbiz.de/10004995505

Levitin–Polyak well-posedness of vector equilibrium problems

Li, S.; Li, M. - In: Computational Statistics 69 (2009) 1, pp. 125-140

problems are shown. Moreover, by virtue of a gap function for vector equilibrium problems, the equivalent relations between the …

Persistent link: https://www.econbiz.de/10010759419

Risk-Averse Traffic Assignment with Elastic Demands: NCP Formulation and Solution Method for Assessing Performance Reliability

Szeto, W.; O'Brien, L.; O'Mahony, M. - In: Networks and Spatial Economics 6 (2006) 3, pp. 313-332

How reliable the transport network is greatly affects the mobility and economy of a country. To assess the reliability of the network accurately and design a reliable transport network properly, one should consider the risk taking and elastic behaviour of travel demand. This paper develops a...

Persistent link: https://www.econbiz.de/10005698795

Differential and sensitivity properties of gap functions for vector variational inequalities

Li, S. J.; Yan, Hong; Chen, G. Y. - In: Computational Statistics 57 (2003) 3, pp. 377-391

The purpose of this paper is to investigate differential properties of a class of set-valued maps and gap functions involving vector variational inequalities. Relationship between their contingent derivatives are discussed. A formula computing contingent derivative of the gap functions is...

Persistent link: https://www.econbiz.de/10010847922