util-potentreduc: Potential reduction algorithm utility functions

Description Usage Arguments Details Value Author(s) References See Also

Description

Functions for the potential reduction algorithm

Usage

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potential.ce(u, n, zeta)

gradpotential.ce(u, n, zeta)	

psi.ce(z, dimx, dimlam, Hfinal, argfun, zeta)

gradpsi.ce(z, dimx, dimlam, Hfinal, jacHfinal, argfun, argjac, zeta)

Arguments

u

a numeric vector : u=(u_1, u_2) where u_1 is of size n.

n

a numeric for the size of u_1.

zeta

a positive parameter.

z

a numeric vector : z=(x, lambda, w) where dimx is the size of components of x and dimlam is the size of components of lambda and w.

dimx

a numeric vector with the size of each components of x.

dimlam

a numeric vector with the size of each components of lambda. We must have length(dimx) == length(dimlam).

Hfinal

the root function.

argfun

a list of additionnals arguments for Hfinal.

jacHfinal

the Jacobian of the root function.

argjac

a list of additionnals arguments for jacHfinal.

Details

potential.ce is the potential function for the GNEP, and gradpotential.ce its gradient. psi.ce is the application of the potential function for Hfinal, and gradpsi.ce its gradient.

Value

A numeric or a numeric vector.

Author(s)

Christophe Dutang

References

S. Bellavia, M. Macconi, B. Morini (2003), An affine scaling trust-region approach to bound-constrained nonlinear systems, Applied Numerical Mathematics 44, 257-280

A. Dreves, F. Facchinei, C. Kanzow and S. Sagratella (2011), On the solutions of the KKT conditions of generalized Nash equilibrium problems, SIAM Journal on Optimization 21(3), 1082-1108.

See Also

See also GNE.ceq.


GNE documentation built on Jan. 8, 2020, 9:06 a.m.