On the application of the SCD semismooth* Newton method to variational inequalities of the second kind
Jiří Outrata (Czech Academy of Sciences, Institute of Information Theory and Automation)
Abstract: The first part of the lecture deals with a description of the SCD (subspace containing derivative) mappings and the SCD semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one obtains an implementable algorithm exhibiting a locally superlinear convergence. Finally, we demonstrate the efficiency of a globalized version of this method via a Cournot-Nash equilibrium in which the objectives of the players (firms) are nonsmooth due to the presence of the so-called cost of change. The problem is modeled as a variational inequality of the second kind and, to test the performance of the applied method, one admits really large numbers of players and produced commodities. Joint work with: Helmut Gfrerer and Jan Valdman.
MathematicsPhysics
Audience: researchers in the topic
Nečas Seminar on Continuum Mechanics
Series comments: This seminar was founded on December 14, 1966.
Faculty of Mathematics and Physics, Charles University, Sokolovská 83, Prague 8. If not written otherwise, we will meet on Mondays at 15:40 in lecture hall K3 (2nd floor).
Organizers: | Miloslav Feistauer, Petr Knobloch, Martin Kružík*, Šárka Nečasová* |
*contact for this listing |