Search Results - subject:"Local error bound condition"

A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application

Dreves, Axel; Facchinei, Francisco; Fischer, Andreas; … - In: Computational Optimization and Applications 59 (2014) 1, pp. 63-84

We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on a local error bound and...

Persistent link: https://www.econbiz.de/10010937799

A Shamanskii-like Levenberg-Marquardt method for nonlinear equations

Fan, Jinyan - In: Computational Optimization and Applications 56 (2013) 1, pp. 63-80

only a LM step but also m−1 approximate LM steps are computed, where m is a positive integer. Under the local error bound … condition which is weaker than nonsingularity, we show the Shamanskii-like LM method converges with Q-order m+1. The trust …

Persistent link: https://www.econbiz.de/10010998305

An improved trust region algorithm for nonlinear equations

Fan, Jinyan; Pan, Jianyu - In: Computational Optimization and Applications 48 (2011) 1, pp. 59-70

Persistent link: https://www.econbiz.de/10008925522