Towards Tractable Constraint Qualifications for Parametric Optimisation Problems and Applications to Generalised Nash Games
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-019-01529-4
Abstract: A generalised Nash game is a non-cooperative game in which each player is facing an optimisation problem where both the objective function and the feasible set depend on the variables of the other players. A… read more here.
Keywords: parametric optimisation; constraint; optimisation problems; generalised nash ... See more keywords
On the Locally Polynomial Complexity of the Projection-Gradient Method for Solving Piecewise Quadratic Optimisation Problems
Sign Up to like & getrecommendations! Published in 2021 at "Entropy"
DOI: 10.3390/e23040465
Abstract: This paper proposes a method for solving optimisation problems involving piecewise quadratic functions. The method provides a solution in a finite number of iterations, and the computational complexity of the proposed method is locally polynomial… read more here.
Keywords: method solving; locally polynomial; optimisation problems; method ... See more keywords