A Simplicial Algorithm for Stationary Point Problems on Polytopes

DOI10.1287/MOOR.14.3.383zbMATH Open0674.90084OpenAlexW2121885849MaRDI QIDQ3829360FDOQ3829360

Authors: Yoshitsugu Yamamoto, Dolf Talman 

Publication date: 1989

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/a-simplicial-algorithm-for-stationary-point-problems-on-polytopes(d08a8960-604c-43c9-a1f9-98984f1341dc).html

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zbMATH Keywords

polytopestationary point problemsimplicial variable dimension restart algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

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• The \((n+1)2^ m\)-ray algorithm: A new simplicial algorithm for the variational inequality problem on \(\mathbb{R}^ m_ +\times S^ n\)
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• Existence of equilibrium and price adjustments in a finance economy with incomplete markets
• A triangulation and fill-reducing initialization procedure for the simplex algorithm
• A continuous deformation algorithm for variational inequality problems on polytopes
• Linear Stationary Point Problems on Unbounded Polyhedra
• A fixed point theorem for discontinuous functions
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