Combined Relaxation Methods for Variational Inequalities
Title | Combined Relaxation Methods for Variational Inequalities PDF eBook |
Author | Igor Konnov |
Publisher | Springer Science & Business Media |
Pages | 190 |
Release | 2012-12-06 |
Genre | Business & Economics |
ISBN | 3642568866 |
Variational inequalities proved to be a very useful and powerful tool for in vestigation and solution of many equilibrium type problems in Economics, Engineering, Operations Research and Mathematical Physics. In fact, varia tional inequalities for example provide a unifying framework for the study of such diverse problems as boundary value problems, price equilibrium prob lems and traffic network equilibrium problems. Besides, they are closely re lated with many general problems of Nonlinear Analysis, such as fixed point, optimization and complementarity problems. As a result, the theory and so lution methods for variational inequalities have been studied extensively, and considerable advances have been made in these areas. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relax ation (CR) approach. This approach is based on combining, modifying and generalizing ideas contained in various relaxation methods. In fact, each com bined relaxation method has a two-level structure, i.e., a descent direction and a stepsize at each iteration are computed by finite relaxation procedures.
Generalized Convexity and Related Topics
Title | Generalized Convexity and Related Topics PDF eBook |
Author | Igor V. Konnov |
Publisher | Springer Science & Business Media |
Pages | 465 |
Release | 2006-11-22 |
Genre | Business & Economics |
ISBN | 3540370072 |
The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and applications, in particular, to optimization, economics and operations research.
Encyclopedia of Optimization
Title | Encyclopedia of Optimization PDF eBook |
Author | Christodoulos A. Floudas |
Publisher | Springer Science & Business Media |
Pages | 4646 |
Release | 2008-09-04 |
Genre | Mathematics |
ISBN | 0387747583 |
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Uncertainty Quantification in Variational Inequalities
Title | Uncertainty Quantification in Variational Inequalities PDF eBook |
Author | Joachim Gwinner |
Publisher | CRC Press |
Pages | 334 |
Release | 2021-12-21 |
Genre | Mathematics |
ISBN | 1351857665 |
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline which aims to quantitatively treat any uncertainty in applied models. The primary objective of Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications is to present a comprehensive treatment of UQ in variational inequalities and some of its generalizations emerging from various network, economic, and engineering models. Some of the developed techniques also apply to machine learning, neural networks, and related fields. Features First book on UQ in variational inequalities emerging from various network, economic, and engineering models Completely self-contained and lucid in style Aimed for a diverse audience including applied mathematicians, engineers, economists, and professionals from academia Includes the most recent developments on the subject which so far have only been available in the research literature
Handbook of Generalized Convexity and Generalized Monotonicity
Title | Handbook of Generalized Convexity and Generalized Monotonicity PDF eBook |
Author | Nicolas Hadjisavvas |
Publisher | Springer Science & Business Media |
Pages | 684 |
Release | 2006-01-16 |
Genre | Mathematics |
ISBN | 0387233938 |
Studies in generalized convexity and generalized monotonicity have significantly increased during the last two decades. Researchers with very diverse backgrounds such as mathematical programming, optimization theory, convex analysis, nonlinear analysis, nonsmooth analysis, linear algebra, probability theory, variational inequalities, game theory, economic theory, engineering, management science, equilibrium analysis, for example are attracted to this fast growing field of study. Such enormous research activity is partially due to the discovery of a rich, elegant and deep theory which provides a basis for interesting existing and potential applications in different disciplines. The handbook offers an advanced and broad overview of the current state of the field. It contains fourteen chapters written by the leading experts on the respective subject; eight on generalized convexity and the remaining six on generalized monotonicity.
Combined Relaxation Methods for Variational Inequalities
Title | Combined Relaxation Methods for Variational Inequalities PDF eBook |
Author | Igor Konnov |
Publisher | Springer |
Pages | 200 |
Release | 2011-04-27 |
Genre | |
ISBN | 9783642568879 |
Variational inequalities proved to be a very useful tool for investigation and solution of various equilibrium type problems arising in Economics, Operations Research, Mathematical Physics, and Transportation. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relaxation approach. This approach is rather flexible and allows one to construct various methods both for single-valued and for multi-valued variational inequalities, including nonlinear constrained problems. The other essential feature of the combined relaxation methods is that they are convergent under very mild assumptions. The book can be viewed as an attempt to discribe the existing combined relaxation methods as a whole.
Network Economics
Title | Network Economics PDF eBook |
Author | Anna Nagurney |
Publisher | Springer Science & Business Media |
Pages | 423 |
Release | 2013-03-09 |
Genre | Business & Economics |
ISBN | 1475730055 |
Since the publication of the first edition of Network Economics: A Variational Inequality Approach in 1993, there have been many ad vances in both methodological developments, as well as, applications in this field. These have occurred in an environment of an increasingly networked global economy, in which the importance of transportation networks and communication networks is now well-recognized, with net works such as knowledge networks, environmental networks, and finan cial networks receiving growing attention. This edition adds recent research progress in new and evolving ar eas of network economics through common and unifying principles. In addition, it includes dynamic models of traffic, of spatially separated markets, of oligopolistic markets, and of financial markets. In order to expand the range and reach of this material, we have also included a series of problems in an appendix for self-study purposes and for use in the classroom. We note that computational economics has been at the forefront in stimulating the development of mathematical methodologies for the analysis and solution of complex, large-scale problems. The past fifteen years, in particular, have witnessed a dramatic growth of interest in this area. Supported by the increasing availability of data and by advances in computer architectures, the scale and dimensions of problems that can now be handled are unveiling new horizons in both theoretical modeling and policy analysis.