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The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
In some previous works, two of the authors introduced a technique to design high-order numerical methods for one-dimensional balance laws that preserve all their stationary solutions. The basis of these methods is a well-balanced…
In this paper, we propose a method that has foundations in the line search sequential quadratic programming paradigm for solving general nonlinear equality constrained optimization problems. The method employs a carefully designed modified…
In this work, we study a generalized Fisher market model that incorporates social influence. In this extended model, a buyer's utility depends not only on their own resource allocation but also on the allocations received by their…
The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…
In this paper, we introduce a new iterative method to find a common solution of a generalized mixed equilibrium problem, a variational inequality problem and a hierarchical fixed point problem for a demicontinuous nearly nonexpansive…
In this paper, we present a new modified Newton method a use of Haar wavelet formula for solving non-linear equations. This new method do not require the use of the second-order derivative. It is shown that the new method has third-order of…
We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…
This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…
There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…
We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…
In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the Newton and conditional gradient methods, and establish its local convergence analysis. Our…
We propose an iterative finite element method for solving non-linear hydromagnetic and steady Euler's equations. Some three-dimensional computational tests are given to confirm the convergence and the high efficiency of the method.
Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution…
We reexamine a recently proposed non-inflationary solution to the monopole problem, based on the possibility that spontaneously broken Grand-Unified symmetries do not get restored at high temperature. We go beyond leading order by studying…
The aim of this paper is threefold. First, we provide a unified framework, by means of non-trivial examples, to compare the results obtained in simultaneous-move and sequential-move versions of bilateral oligopoly with the Cournot model and…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
The aim of this article is to study a nonlinear system modeling a Non-Newtonian fluid of polymer aqueous solutions. We are interested here in the existence of weak solutions for the stationary problem in a bounded plane domain or in…
We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian method to generate novel variants of the Newton method namely the…