Browsing Math Prog Technical Reports by Title
Now showing items 99-101 of 101
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A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems
(1997-12-30)In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic ... -
Traffic Modeling and Variational Inequalities using GAMS
(1997-04)We describe how several traffic assignment and design problems can be formulated within the GAMS modeling language using newly developed modeling and interface tools. The fundamental problem is user equilibrium, where ... -
A variable-penalty alternating directions method for convex optimization
(1995)We study a generalized version of the method of alternating directions as applied to the minimization of the sum of two convex functions subject to linear constraints. The method consists of solving consecutively in each ...