A Simplicial Algorithm for the Nonlinear Stationary Point Problem on an Unbounded Polyhedron

DOI10.1137/0801012zbMath0754.90066OpenAlexW2110164763MaRDI QIDQ4012418

Yoshitsugu Yamamoto, Yang Dai, Gerard van der Laan, Adolphus J. J. Talman

Publication date: 27 September 1992

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/a-simplicial-algorithm-for-the-nonlinear-stationary-point-problem-on-an-unbounded-polyhedron(82992276-1868-4b56-a937-0955e80520e6).html

zbMATH Keywords

path-following algorithmsimplicial algorithmconvergence conditionnonlinear stationary point problemsubdivided manifold

Mathematics Subject Classification ID

Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Mathematical programming (90C99)

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A continuous deformation algorithm for variational inequality problems on polytopes ⋮ Solving non-monotone equilibrium problems via a DIRECT-type approach ⋮ Existence of equilibrium and price adjustments in a finance economy with incomplete markets ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications ⋮ The \((n+1)2^ m\)-ray algorithm: A new simplicial algorithm for the variational inequality problem on \(\mathbb{R}^ m_ +\times S^ n\)

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