A regularized Newton method for solving equilibrium programming problems with an inexactly specified set |
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Authors: | A S Antipin F P Vasil’ev A S Stukalov |
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Institution: | (1) Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia;(2) Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia |
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Abstract: | Unstable equilibrium problems are examined in which the objective function and the set where the equilibrium point is sought are specified inexactly. A regularized Newton method, combined with penalty functions, is proposed for solving such problems, and its convergence is analyzed. A regularizing operator is constructed. |
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Keywords: | equilibrium programming regularization Newton method penalty functions |
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