A regularized Newton method for solving equilibrium programming problems with an inexactly specified set
А. С. Антипин, Ф. П. Васильев, A. S. Stukalov · Computational Mathematics and Mathematical Physics · 2007
Unstable equilibrium problems are examined in which the objective function and the set where the equilibrium point is sought are specified inexactly. A regularized Newton method, combined with penalty functions, is proposed for solving such problems, and its convergence is analyzed. A regularizing operator is constructed.