A simplicial algorithm for stationary point problems on polytopes

A simplicial algorithm for stationary point problems on polytopes

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Article ID: iaor1989750
Country: United States
Volume: 14
Issue: 3
Start Page Number: 383
End Page Number: 399
Publication Date: Aug 1989
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

A simplicial variable dimension restart algorithm for the stationary point problem or variational inequality problem on a polytope is proposed. Given a polytope C in ℝn and a continuous function f:C⇒ℝn, find a point x in C such that f(x)ëx≥f(x)ëx for any point x in C. Starting from an á

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