Nonlinear Programming Techniques for Equilibria

£49.99

Nonlinear Programming Techniques for Equilibria

Economic theory and philosophy Management decision making Operational research Game theory

Authors: Giancarlo Bigi, Marco Castellani, Massimo Pappalardo, Mauro Passacantando

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Collection: EURO Advanced Tutorials on Operational Research

Language: English

Published by: Springer

Published on: 20th September 2018

Format: LCP-protected ePub

Size: 5 Mb

ISBN: 9783030002053


Overview

This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book subsumes all these models under a common structure that allows them to be formulated in a unique format: the Ky Fan inequality.

Focus and Content

It subsequently focuses on this unifying equilibrium format, providing a comprehensive overview of the main theoretical results and solution algorithms, together with a wealth of applications and numerical examples.

Emphasis on Techniques

Particular emphasis is placed on the role of nonlinear optimization techniques – e.g. convex optimization, nonsmooth calculus, proximal point and descent algorithms – as valuable tools for analyzing and solving Ky Fan inequalities.

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