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Uryasev, S.P. (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: | 27 Aug 2021 17:13 |
| URI: | https://pure.iiasa.ac.at/3099 |
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