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A regularized Newton method for solving equilibrium programming problems with an inexactly specified set

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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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Authors and Affiliations

  1. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia

    A. S. Antipin

  2. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia

    F. P. Vasil’ev & A. S. Stukalov

Authors
  1. A. S. Antipin
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  2. F. P. Vasil’ev
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  3. A. S. Stukalov
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Additional information

Original Russian Text © A.S. Antipin, F.P. Vasil’ev, A.S. Stukalov, 2007, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2007, Vol. 47, No. 1, pp. 21–33.

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Antipin, A.S., Vasil’ev, F.P. & Stukalov, A.S. A regularized Newton method for solving equilibrium programming problems with an inexactly specified set. Comput. Math. and Math. Phys. 47, 19–31 (2007). https://doi.org/10.1134/S0965542507010046

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  • DOI: https://doi.org/10.1134/S0965542507010046

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