Adaptive Variable Metric Algorithms for Generalized Equations

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3140 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3140 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3140 archive 351 disk0/00/00/30/99 2016-01-15 01:58:39 2021-08-27 17:13:12 2016-01-15 01:58:39 monograph show 2 Uryasev S.P. AL1646 Adaptive Variable Metric Algorithms for Generalized Equations pub iis_met prog_ado 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. 1988-12 published WP-88-107 WP-88-107 10 2676 public working_paper IIASA, Laxenburg, Austria 21 FALSE info:eu-repo/semantics/book