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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2006 Volume 7, Issue 3, Pages 202–210 (Mi vmp594)

This article is cited in 2 papers

Вычислительные методы и приложения

Newton's method for solving equilibrium problems

A. S. Antipina, F. P. Vasil'evb, A. S. Stukalovb, M. Jaćimovićc

a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
c University of Montenegro

Abstract: A regularized Newton's method is proposed for solving unstable equilibrium problems in the case when the corresponding objective function is inaccurately specified. The convergence of this method is analyzed and a regularizing operator is constructed.

Keywords: equilibrium programming, regularization, Newton's method, numerical methods of optimization, linear programming.

UDC: 519.6:519.853.6



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