A. S. Antipin, F. P. Vasil'ev, A. S. Stukalov, “A regularized Newton method for solving equilibrium programming problems with an inexactly specified set”, Zh. Vychisl. Mat. Mat. Fiz., 2007, Volume 47, Number 1,Pages <nobr>21

This article is cited in 7 papers

A regularized Newton method for solving equilibrium programming problems with an inexactly specified set

A. S. Antipin^a, F. P. Vasil'ev^b, A. S. Stukalov^b

^a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia
^b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia

Abstract: Unstable equilibrium problems are examined in which the objective function and the set where the equilibrium point is sought are specified inexactly. A regularized Newton method, combined with penalty functions, is proposed for solving such problems, and its convergence is analyzed. A regularizing operator is constructed.

Key words: equilibrium programming, regularization, Newton method, penalty functions.

UDC: 519.853

Received: 12.05.2006