Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems
Author: Francisco Facchinei
Publisher: Springer Science & Business Media
Total Pages: 724
Release: 2007-06-14
Genre: Mathematics
ISBN: 0387218149

This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.

Complementarity and Variational Problems

Complementarity and Variational Problems
Author: Michael C. Ferris
Publisher: SIAM
Total Pages: 494
Release: 1997-01-01
Genre: Mathematics
ISBN: 9780898713916

After more than three decades of research, the subject of complementarity problems and its numerous extensions has become a well-established and fruitful discipline within mathematical programming and applied mathematics. Sources of these problems are diverse and span numerous areas in engineering, economics, and the sciences. Includes refereed articles.

Complementarity and Variational Problems

Complementarity and Variational Problems
Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
Total Pages: 68
Release: 1974
Genre:
ISBN:

The paper gives a survey of results on the complemtarity problem, variational inequalities and related mathematical concepts. Two applications of large scale linear complementarity and related computational experience are also given. (Author).

Newton-Type Methods for Optimization and Variational Problems

Newton-Type Methods for Optimization and Variational Problems
Author: Alexey F. Izmailov
Publisher: Springer
Total Pages: 587
Release: 2014-07-08
Genre: Business & Economics
ISBN: 3319042475

This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.

The Linear Complementarity Problem

The Linear Complementarity Problem
Author: Richard W. Cottle
Publisher: SIAM
Total Pages: 781
Release: 2009-08-27
Genre: Mathematics
ISBN: 0898716861

A revised edition of the standard reference on the linear complementarity problem.

Complementarity: Applications, Algorithms and Extensions

Complementarity: Applications, Algorithms and Extensions
Author: Michael C. Ferris
Publisher: Springer Science & Business Media
Total Pages: 400
Release: 2013-03-09
Genre: Computers
ISBN: 1475732791

This volume presents state-of-the-art complementarity applications, algorithms, extensions and theory in the form of eighteen papers. These at the International Conference on Com invited papers were presented plementarity 99 (ICCP99) held in Madison, Wisconsin during June 9-12, 1999 with support from the National Science Foundation under Grant DMS-9970102. Complementarity is becoming more widely used in a variety of appli cation areas. In this volume, there are papers studying the impact of complementarity in such diverse fields as deregulation of electricity mar kets, engineering mechanics, optimal control and asset pricing. Further more, application of complementarity and optimization ideas to related problems in the burgeoning fields of machine learning and data mining are also covered in a series of three articles. In order to effectively process the complementarity problems that arise in such applications, various algorithmic, theoretical and computational extensions are covered in this volume. Nonsmooth analysis has an im portant role to play in this area as can be seen from articles using these tools to develop Newton and path following methods for constrained nonlinear systems and complementarity problems. Convergence issues are covered in the context of active set methods, global algorithms for pseudomonotone variational inequalities, successive convex relaxation and proximal point algorithms. Theoretical contributions to the connectedness of solution sets and constraint qualifications in the growing area of mathematical programs with equilibrium constraints are also presented. A relaxation approach is given for solving such problems. Finally, computational issues related to preprocessing mixed complementarity problems are addressed.

Equilibrium Problems and Variational Models

Equilibrium Problems and Variational Models
Author: P. Daniele
Publisher: Springer Science & Business Media
Total Pages: 468
Release: 2003-06-30
Genre: Mathematics
ISBN: 9781402074707

The volume, devoted to variational analysis and its applications, collects selected and refereed contributions, which provide an outline of the field. The meeting of the title "Equilibrium Problems and Variational Models", which was held in Erice (Sicily) in the period June 23 - July 2 2000, was the occasion of the presentation of some of these papers; other results are a consequence of a fruitful and constructive atmosphere created during the meeting. New results, which enlarge the field of application of variational analysis, are presented in the book; they deal with the vectorial analysis, time dependent variational analysis, exact penalization, high order deriva tives, geometric aspects, distance functions and log-quadratic proximal methodology. The new theoretical results allow one to improve in a remarkable way the study of significant problems arising from the applied sciences, as continuum model of transportation, unilateral problems, multicriteria spatial price models, network equilibrium problems and many others. As noted in the previous book "Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models", edited by F. Giannessi, A. Maugeri and P.M. Pardalos, Kluwer Academic Publishers, Vol. 58 (2001), the progress obtained by variational analysis has permitted to han dle problems whose equilibrium conditions are not obtained by the mini mization of a functional. These problems obey a more realistic equilibrium condition expressed by a generalized orthogonality (complementarity) con dition, which enriches our knowledge of the equilibrium behaviour. Also this volume presents important examples of this formulation.

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models

Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models
Author: F. Giannessi
Publisher: Springer Science & Business Media
Total Pages: 304
Release: 2006-04-11
Genre: Mathematics
ISBN: 0306480263

The aim of the book is to cover the three fundamental aspects of research in equilibrium problems: the statement problem and its formulation using mainly variational methods, its theoretical solution by means of classical and new variational tools, the calculus of solutions and applications in concrete cases. The book shows how many equilibrium problems follow a general law (the so-called user equilibrium condition). Such law allows us to express the problem in terms of variational inequalities. Variational inequalities provide a powerful methodology, by which existence and calculation of the solution can be obtained.