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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 44 (1993), S. 93-113 
    ISSN: 1572-9338
    Schlagwort(e): Variational inequality problem ; nonlinear complementarity problem ; simplicial algorithm ; triangulation ; piecewise linear approximation ; convergence condition
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract In this paper we propose a variable dimension simplicial algorithm for solving the variational inequality problem on the cross product of the nonnegative orthant ℝ + m of them-dimensional Euclidean space ℝ m and then-dimensional unit simplexS n of ℝ n+1. Starting from an arbitrary point (u, v) єℝ + m ×S n, the algorithm generates a piecewise linear path in ℝ + m ×S n. The path is traced by making alternately linear programming pivot operations and replacement steps in an appropriate simplicial subdivision of ℝ + m ×S n. The algorithm differs from the thus far known algorithm in the number of directions in which it may leave the starting point. More precisely, the algorithm has (n+1)2 m rays to leave the starting point whereas the existing algorithm hasn+m+1 rays. A convergence condition is presented and the accuracy estimation of an approximate solution generated is also given.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 24 (1982), S. 177-215 
    ISSN: 1436-4646
    Schlagwort(e): Variable Dimension Algorithm ; Fixed Point ; Subdivided Manifold ; Nonlinear Equations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this paper we establish a basic theory for variable dimension algorithms which were originally developed for computing fixed points by Van der Laan and Talman. We introduce a new concept ‘primal—dual pair of subdivided manifolds’ and by utilizing it we propose a basic model which will serve as a foundation for constructing a wide class of variable dimension algorithms. Our basic model furnishes interpretations to several existing methods: Lemke's algorithm for the linear complementarity problem, its extension to the nonlinear complementarity problem, a variable dimension algorithm on conical subdivisions and Merrill's algorithm. We shall present a method for solving systems of equations as an application of the second method and an efficient implementation of the fourth method to which our interpretation leads us. A method for constructing triangulations with an arbitrary refinement factor of mesh size is also proposed.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 61 (1993), S. 233-249 
    ISSN: 1436-4646
    Schlagwort(e): Minimum norm point ; minimum distance pair of points ; recursive algorithm ; convex quadratic program
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract For a given pair of finite point setsP andQ in some Euclidean space we consider two problems: Problem 1 of finding the minimum Euclidean norm point in the convex hull ofP and Problem 2 of finding a minimum Euclidean distance pair of points in the convex hulls ofP andQ. We propose a finite recursive algorithm for these problems. The algorithm is not based on the simplicial decomposition of convex sets and does not require to solve systems of linear equations.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 64 (1994), S. 103-122 
    ISSN: 1436-4646
    Schlagwort(e): Variational inequality ; Stationary point ; Simplicial algorithm ; Variable dimension algorithm ; Continuous deformation ; Triangulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A continuous deformation algorithm is proposed for solving a variational inequality problem on a polytopeK. The algorithm embeds the polytopeK intoK× [0, ∞) and starts by applying a variable dimension algorithm onK× {0} until an approximate solution is found onK× {0}. Then by tracing the path of solutions of a system of equations the algorithm virtually follows a path of approximate solution inK× [0, ∞). When the path inK× [0, ∞) returns to level 0, i.e.,K× {0}, the variable dimension algorithm is again used until a new approximate solution is found onK× {0}. The setK× [0, ∞) is triangulated so that the approximate solution on the path improves the accuracy as the level increases. A contrivance for a practical implementation of the algorithm is proposed and tested for some test problems.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    International journal of game theory 22 (1993), S. 249-259 
    ISSN: 1432-1270
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We propose a procedure to find a proper equilibrium of finiten-person games, which was introduced by Myerson as a refinement of perfect equilibrium. The procedure is a new variable dimension fixed point algorithm having Π i =1/n m i ! directions in which it may leave the starting point, wherem i is the number of thei-th player's pure strategies.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Journal of global optimization 12 (1998), S. 247-265 
    ISSN: 1573-2916
    Schlagwort(e): Global optimization ; Reverse convex program ; Rank-two quasiconcave function ; Parametric simplex algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we propose an algorithm for solving a linear program with an additional rank-two reverse convex constraint. Unlike the existing methods which generate approximately optimal solutions, the algorithm provides a rigorous optimal solution to this nonconvex problem by a finite number of dual pivot operations. Computational results indicate that the algorithm is practical and can solve fairly large scale problems.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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