potential.reduction | R Documentation |
Functions for the potential reduction algorithm
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)
u |
a numeric vector : |
n |
a numeric for the size of |
zeta |
a positive parameter. |
z |
a numeric vector : |
dimx |
a numeric vector with the size of each components of |
dimlam |
a numeric vector with the size of each components of |
Hfinal |
the root function. |
argfun |
a list of additionnals arguments for |
jacHfinal |
the Jacobian of the root function. |
argjac |
a list of additionnals arguments for |
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.
A numeric or a numeric vector.
Christophe Dutang
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 GNE.ceq
.
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