دورية أكاديمية

GENERALIZED PROXIMAL DISTANCES FOR BILEVEL EQUILIBRIUM PROBLEMS.

التفاصيل البيبلوغرافية
العنوان: GENERALIZED PROXIMAL DISTANCES FOR BILEVEL EQUILIBRIUM PROBLEMS.
المؤلفون: BENTO, G. C., NETO, J. X. CRUZ, LOPES, J. O., SOARES JR., P. A., SOUBEYRAN, A.
المصدر: SIAM Journal on Optimization; 2016, Vol. 26 Issue 1, p810-830, 21p
مصطلحات موضوعية: BILEVEL programming, MONOTONIC functions, EQUILIBRIUM, CONSTRAINED optimization, DISTANCES, STOCHASTIC convergence, ALGORITHMS
مستخلص: We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of the sequence generated by the algorithm. This class of problems is very interesting because it covers mathematical programs and optimization problems under equilibrium constraints. As an application, we consider the problem of the stability and change dynamics of a leader-follower relationship in a hierarchical organization. [ABSTRACT FROM AUTHOR]
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قاعدة البيانات: Complementary Index
الوصف
تدمد:10526234
DOI:10.1137/140975589