Showing 1 - 4 of 4
It is well-recognized that in the presence of singular (and in particular nonisolated) solutions of unconstrained or constrained smooth nonlinear equations, the existence of critical solutions has a crucial impact on the behavior of various Newton-type methods. On the one hand, it has been...
Persistent link: https://www.econbiz.de/10014502070
The projected Levenberg-Marquardt method for the solution of a system of equations with convex constraints is known to converge locally quadratically to a possibly nonisolated solution if a certain error bound condition holds. This condition turns out to be quite strong since it implies that the...
Persistent link: https://www.econbiz.de/10010937802
We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on a local error bound and...
Persistent link: https://www.econbiz.de/10010937799
Persistent link: https://www.econbiz.de/10008533940