Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
DOI10.1007/s10589-020-00257-0zbMath1470.91031OpenAlexW3118666173MaRDI QIDQ2028466
Pedro C. Borges, Mikhail V. Solodov, Claudia A. Sagastizábal
Publication date: 1 June 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-020-00257-0
decomposition algorithmsTikhonov regularizationbilevel optimizationstochastic equilibriuminterior penalty methodssmoothing methods
Decision theory (91B06) Stochastic games, stochastic differential games (91A15) Algorithmic game theory and complexity (91A68)
Related Items (3)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- Computing equilibria in economies with incomplete markets, collateral and default penalties
- Solving semi-infinite programs by smoothing projected gradient method
- Gradient consistency for integral-convolution smoothing functions
- Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
- Epi-convergence properties of smoothing by infimal convolution
- Divide to conquer: decomposition methods for energy optimization
- Smoothing methods for nonsmooth, nonconvex minimization
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- Decomposition algorithms for generalized potential games
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
- Dantzig-Wolfe decomposition of variational inequalities
- Interfaces to PATH 3.0: Design, implementation and usage
- On the existence and convergence of the central path for convex programming and some duality results
- Revisiting generalized Nash games and variational inequalities
- On well definedness of the central path
- Continuity properties of Walras equilibrium points
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
- Solving equilibrium problems using extended mathematical programming
- A structure-preserving pivotal method for affine variational inequalities
- A class of Dantzig-Wolfe type decomposition methods for variational inequality problems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems
- Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints
- Subproblem Approximation in Dantzig-Wolfe Decomposition of Variational Inequality Models with an Application to a Multicommodity Economic Equilibrium Model
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Variational Analysis
- A New Decomposition Method for Multiuser DC-Programming and Its Applications
- Benchmarking Derivative-Free Optimization Algorithms
- Newton-Type Methods for Optimization and Variational Problems
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Benchmarking optimization software with performance profiles.
This page was built for publication: Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games