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Nonsmooth Approaches in Computing of Equilibria

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Operations Research Proceedings 1995

Part of the book series: Operations Research Proceedings ((ORP,volume 1995))

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Summary

The paper deals with the application of a nonsmooth variant of the Newton method and a bundle method to the computation of Cournot-Nash, Walras and generalized (constrained) Nash equilibrium, respectively. In particular, conditions are examined ensuring the convergence.

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References

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© 1996 Springer-Verlag Berlin Heidelberg

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Outrata, J.V. (1996). Nonsmooth Approaches in Computing of Equilibria. In: Kleinschmidt, P., Bachem, A., Derigs, U., Fischer, D., Leopold-Wildburger, U., Möhring, R. (eds) Operations Research Proceedings 1995. Operations Research Proceedings, vol 1995. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-80117-4_7

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  • DOI: https://doi.org/10.1007/978-3-642-80117-4_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60806-6

  • Online ISBN: 978-3-642-80117-4

  • eBook Packages: Springer Book Archive

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