Adaptive Variable Metric Algorithms for Generalized Equations

Uryasev SP (1988). Adaptive Variable Metric Algorithms for Generalized Equations. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-107

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Abstract

Many of the problems in mathematical economics and game theory may be reduced to the investigation of a generalized equation with a multivalued right-hand side.

This paper deals with methods for solving generalized equations. The author has developed a new approach to the construction of variable metric algorithms for these equations. The convergence of the suggested algorithm is proved for X*-antimonotone multivalued maps.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:58
Last Modified: 26 Jul 2016 06:59
URI: http://pure.iiasa.ac.at/3099

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