Počet záznamů: 1  

On the Application of the SCD Semismooth* Newton Method to Variational Inequalities of the Second Kind

  1. 1.
    0569924 - ÚTIA 2023 RIV NL eng J - Článek v odborném periodiku
    Gfrerer, H. - Outrata, Jiří - Valdman, Jan
    On the Application of the SCD Semismooth* Newton Method to Variational Inequalities of the Second Kind.
    Set-Valued and Variational Analysis. Roč. 30, č. 4 (2022), s. 1453-1484. ISSN 1877-0533. E-ISSN 1877-0541
    Grant CEP: GA ČR GF21-06569K
    Institucionální podpora: RVO:67985556
    Klíčová slova: Newton method * Semismoothness∗ * Superlinear convergence * Global convergence * Generalized equation * Coderivatives
    Obor OECD: Pure mathematics
    Impakt faktor: 1.6, rok: 2022
    Způsob publikování: Omezený přístup
    http://library.utia.cas.cz/separaty/2023/MTR/valdman-0569924.pdf https://link.springer.com/article/10.1007/s11228-022-00651-2

    The paper starts with a description of SCD (subspace containing derivative) mappings and the SCD Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one obtains an implementable algorithm which exhibits locally superlinear convergence. Thereafter we suggest several globally convergent hybrid algorithms in which one combines the SCD Newton method with selected splitting algorithms for the solution of monotone variational inequalities. Finally, we demonstrate the efficiency of one of these methods via a Cournot-Nash equilibrium, modeled as a variational inequality of the second kind, where one admits really large numbers of players (firms) and produced commodities.
    Trvalý link: https://hdl.handle.net/11104/0341243

     
     
Počet záznamů: 1  

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