Showing 1 - 10 of 32
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
In the present paper we discuss three methods for solving equilibrium-type fixed point problems. Concentrating on problems whose solutions possess some stability property, we establish convergence of these three proximal-like algorithms that promise a very high numerical tractability and...
Persistent link: https://www.econbiz.de/10010847457
In this work we propose a class of quasi-Newton methods to minimize a twice differentiable function with Lipschitz continuous Hessian. These methods are based on the quadratic regularization of Newton’s method, with algebraic explicit rules for computing the regularizing parameter. The...
Persistent link: https://www.econbiz.de/10011241274
By means of a gradient strategy, the Moreau-Yosida regularization, limited memory BFGS update, and proximal method, we propose a trust-region method for nonsmooth convex minimization. The search direction is the combination of the gradient direction and the trust-region direction. The global...
Persistent link: https://www.econbiz.de/10010896513
We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local...
Persistent link: https://www.econbiz.de/10010896525
Mathematical programs with vanishing constraints constitute a new class of difficult optimization problems with important applications in optimal topology design of mechanical structures. Vanishing constraints usually violate standard constraint qualifications, which gives rise to serious...
Persistent link: https://www.econbiz.de/10010896526
In this paper, in order to solve semismooth equations with box constraints, we present a class of smoothing SQP algorithms using the regularized-smooth techniques. The main difference of our algorithm from some related literature is that the correspondent objective function arising from the...
Persistent link: https://www.econbiz.de/10010896533
A family of new conjugate gradient methods is proposed based on Perry’s idea, which satisfies the descent property or the sufficient descent property for any line search. In addition, based on the scaling technology and the restarting strategy, a family of scaling symmetric Perry conjugate...
Persistent link: https://www.econbiz.de/10010896552
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