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Solving the continuous nonlinear resource allocation problem with an interior point method

โœ Scribed by Wright, Stephen E.; Rohal, James J.


Book ID
125825326
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
396 KB
Volume
42
Category
Article
ISSN
0167-6377

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An interior point method for the nonline
โœ Alfredo Noel Iusem ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 664 KB

We present an interior point method for the nonlinear complementarity problem which converges, whenever the problem has solutions, for any paramonotone operator (i.e., monotone and such that (F(x) -F(y), x-y) = 0 implies F(x) = F(y)). The iterative step consists of easily computable closed formulae,