S.-C. Fang
http://repub.eur.nl/ppl/5264/
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RePub, Erasmus University RepositoryRecursive approximation of the high dimensional max function
http://repub.eur.nl/pub/73920/
Thu, 01 Sep 2005 00:00:01 GMT<div>S.I. Birbil</div><div>S.-C. Fang</div><div>J.B.G. Frenk</div><div>J. Zhang</div>
This paper proposes a smoothing method for the general n-dimensional max function, based on a recursive extension of smoothing functions for the two-dimensional max function. A theoretical framework is introduced, and some applications are discussed. Finally, a numerical comparison with a well-known smoothing method is presented.Entropic regularization approach for mathematical programs with equilibrium constraints
http://repub.eur.nl/pub/525/
Tue, 31 Dec 2002 00:00:01 GMT<div>S.I. Birbil</div><div>S.-C. Fang</div><div>J. Han</div>
A new smoothing approach based on entropic perturbation is proposed for solving mathematical
programs with equilibrium constraints. Some of the desirable properties of the smoothing
function are shown. The viability of the proposed approach is supported by a computational
study on a set of well-known test problems.Solving variational inequalities defined on a domain with infinitely many linear constraints
http://repub.eur.nl/pub/526/
Tue, 31 Dec 2002 00:00:01 GMT<div>S.-C. Fang</div><div>S. Wu</div><div>S.I. Birbil</div>
We study a variational inequality problem whose domain is defined by infinitely many linear
inequalities. A discretization method and an analytic center based inexact cutting plane
method are proposed. Under proper assumptions, the convergence results for both methods are
given. We also provide numerical examples for the proposed methods.On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems
http://repub.eur.nl/pub/527/
Tue, 31 Dec 2002 00:00:01 GMT<div>S.-C. Fang</div><div>J. Han</div><div>Z. Huang</div><div>S.I. Birbil</div>
By using a smooth entropy function to approximate the non-smooth max-type function, a
vertical linear complementarity problem (VLCP) can be treated as a family of parameterized
smooth equations. A Newton-type method with a testing procedure is proposed to solve such
a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite
number of iterations, under some conditions milder than those assumed in literature.
Some computational results are included to illustrate the potential of this approach.