Showing 1 - 10 of 83
-stationary point of MPCC if the linear independence constraint qualification (LICQ) and the upper level strict complementarity (ULSC …A new smoothing approach was given for solving the mathematical programs with complementarity constraints (MPCC) by …
Persistent link: https://www.econbiz.de/10010847901
Mutation operator is one of the mechanisms of evolutionary algorithms (EAs) and it can provide diversity in the search and help to explore the undiscovered search place. Quantum-behaved particle swarm optimization (QPSO), which is inspired by fundamental theory of PSO algorithm and quantum...
Persistent link: https://www.econbiz.de/10004980434
In the paper, we re-investigate the long run behavior of an adaptive learning process driven by the stochastic replicator dynamics developed by Fudenberg and Harris (1992). It is demonstrated that the Nash equilibrium will be the robust limit of the adaptive learning process as long as it is...
Persistent link: https://www.econbiz.de/10011259695
In this work we propose a class of quasi-Newton methods to minimize a twice differentiable function with Lipschitz continuous Hessian. These methods are based on the quadratic regularization of Newton’s method, with algebraic explicit rules for computing the regularizing parameter. The...
Persistent link: https://www.econbiz.de/10011241274
Minimizing two different upper bounds of the matrix which generates search directions of the nonlinear conjugate gradient method proposed by Dai and Liao, two modified conjugate gradient methods are proposed. Under proper conditions, it is briefly shown that the methods are globally convergent...
Persistent link: https://www.econbiz.de/10010738154
We present a new algorithm for solving equilibrium problems, where the underlying bifunctions are pseudomonotone and not necessarily Lipschitz-type continuous. The algorithm is based on the auxiliary problem principle and the Armijo-type linesearch techniques. Convergence properties of the...
Persistent link: https://www.econbiz.de/10010896431
By means of a gradient strategy, the Moreau-Yosida regularization, limited memory BFGS update, and proximal method, we propose a trust-region method for nonsmooth convex minimization. The search direction is the combination of the gradient direction and the trust-region direction. The global...
Persistent link: https://www.econbiz.de/10010896513
We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local...
Persistent link: https://www.econbiz.de/10010896525
Mathematical programs with vanishing constraints constitute a new class of difficult optimization problems with important applications in optimal topology design of mechanical structures. Vanishing constraints usually violate standard constraint qualifications, which gives rise to serious...
Persistent link: https://www.econbiz.de/10010896526
In this paper, in order to solve semismooth equations with box constraints, we present a class of smoothing SQP algorithms using the regularized-smooth techniques. The main difference of our algorithm from some related literature is that the correspondent objective function arising from the...
Persistent link: https://www.econbiz.de/10010896533