New optimality principles for economic efficiency and equilibrium
This paper develops several optimization principles relating the fundamental concepts of Pareto efficiency and competitive equilibria. The beginning point for this development is the introduction of a new function describing individual preferences, ...
Global linear convergence of a path-following algorithm for some monotone variational inequality problems
We consider a primal-scaling path-following algorithm for solving a certain class of monotone variational inequality problems. Included in this class are the convex separable programs considered by Monteiro and Adler and the monotone linear ...
Pseudo-monotone complementarity problems in Hilbert space
In this paper, some existence results for a nonlinear complementarity problem involving a pseudo-monotone mapping over an arbitrary closed convex cone in a real Hilbert space are established. In particular, some known existence results for a nonlinear ...
A model trust-region modification of Newton's method for nonlinear two-point boundary-value problems
The method of quasilinearization for nonlinear two-point boundary-value problems is Newton's method for a nonlinear differential operator equation. A model trust-region approach to globalizing the quasilinearization algorithm is presented. A double-...
Detecting all evolutionarily stable strategies
In evolutionary game theory, the central solution concept is the evolutionarily stable state, which also can be interpreted as an evolutionarily stable population strategy (ESS). As such, this notion is a refinement of the Nash equilibrium concept in ...
Characterization of optimal pairs for hereditary control problems
In this paper, we characterize optimal pairs for a hereditary control process. We use relaxed controls, and the technique is penalization.
Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems
A function space asymptotic distribution of quadratic functionals induced from an unknown system is obtained in terms of a multi-dimensional Wiener process where the control is a linear transformation of the state that depends smoothly on the unknown ...
Hölder continuity of the minimum-time function forC1-manifold targets
We consider the minimum-time problem to reach aC 1-manifold target. Using implicit function techniques, under conditions of order 0 and 1 on the vector fields, we prove that the minimum-time function is locally Lipschitz and respectively 1/2-Hölder ...
Global optimization by multilevel search
A new approach to the global optimization of functions with extremely rugged graphs is introduced. This multilevel search method is both an algorithm and a meta-algorithm, a logic for regulating optimization done by other algorithms. First, it is ...