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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 68 (1995), S. 105-130 
    ISSN: 1436-4646
    Schlagwort(e): primary 49B34 ; secondary 90C31 ; 93C30 ; Variational inequalities ; Sensitivity analysis ; Generalized Jacobian
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Optimization problems with variational inequality constraints are converted to constrained minimization of a local Lipschitz function. To this minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a special adjoint equation. Besides tests with some academic examples, the approach is applied to the computation of the Stackelberg—Cournot—Nash equilibria and to the numerical solution of a class of quasi-variational inequalities.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Computational optimization and applications 4 (1995), S. 5-21 
    ISSN: 1573-2894
    Schlagwort(e): quasi-variational inequality ; implicit complementarity problem ; Newton method ; semismoothness ; generalized Jacobian
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract A variant of the Newton method for nonsmooth equations is applied to solve numerically quasivariational inequalities with monotone operators. For this purpose, we investigate the semismoothness of a certain locally Lipschitz operator coming from the quasi-variational inequality, and analyse the generalized Jacobian of this operator to ensure local convergence of the method. A simplified variant of this approach, applicable to implicit complementarity problems, is also studied. Small test examples have been computed.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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