The convergence of equilibrium algorithms with non-monotone line search technique.
type: Item
instance of: scholarly article
title: The convergence of equilibrium algorithms with non-monotone line search technique.
zbMATH Open document ID: 1049.65047
DOI: 10.1016/S0096-3003(02)00821-4
author: S. C. Wong
author: Hai Yang
author: Ziyou Gao
author: William Lam
published in: Applied Mathematics and Computation
publication date: 2003-12-03T00:00:00Z
review text: The authors consider nonlinear programming problems of the form \(\min f(x)\), \(Ax= b\), \(x\geq 0\). For this problems, a new convex combination algorithm with non-monotone line search is presented together with the proof of ist global convergence. The given algorithm is extended to equilibrium assignement problems. Numerical results are given.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 2012675
zbMATH Keywords: convex combination algorithm
zbMATH Keywords: non-monotone line search
zbMATH Keywords: global convergence
zbMATH Keywords: equilibrium assignment
zbMATH Keywords: nonlinear programming
zbMATH Keywords: numerical results
reviewed by: Hans Benker
MaRDI profile type: Publication
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full work available at URL: s0096-3003(02)00821-4
OpenAlex ID: W1967365655
description: scientific article; zbMATH DE number 2012675