The interior linearization method for equilibrium programming problems (Q5954752)

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scientific article; zbMATH DE number 1701738
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The interior linearization method for equilibrium programming problems
scientific article; zbMATH DE number 1701738

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    The interior linearization method for equilibrium programming problems (English)
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    12 January 2003
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    The paper is devoted to an equilibrium programming problem. The concepts of bidifferentiability and biconvexity are introduced, and their properties are discussed. It is shown that the general equilibrium problem can be represented as the sum of a potential and a skew-symmetric problem. An interior linearization method is proposed for calculating an equilibrium solution. The convergence of the method is proved, and the rate of convergence is estimated.
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    equilibrium programming problem
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    fixed point
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    biconvexity
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    interior linearization method
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    solution
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    convergence
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    bidifferentiability
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