Title
Solutions to Affine Generalized Equations Using Proximal Mappings
Abstract
The normal map has proven to be a powerful tool for solving generalized equations of the form: find z ∈ C, with 0 ∈ Fz + Ncz, where C is a convex set and Ncz is the normal cone to C at z. In this paper, we use the T-map, a generalization of the normal map, to solve equations of the more general form: find z ∈ domT, with 0 ∈ Fz + Tz, where T is a maximal monotone multifunction. We present a path-following algorithm that determines zeros of coherently oriented piecewise-affine functions, and we use this algorithm, together with the T-map, to solve the generalized equation for affine, coherently oriented functions F, and polyhedral multifunctions T. The path-following algorithm we develop here extends the piecewise-linear homotopy framework of Eaves to the case where a representation of a subdivided manifold is unknown.
Year
DOI
Venue
1999
10.1287/moor.24.1.219
Math. Oper. Res.
Keywords
DocType
Volume
piecewise affine,path-following algorithm,oriented functions f,convex set,maximal monotone multifunction,piecewise-affine function,general form,affine generalized,homotopy,piecewise-linear homotopy framework,proximal mappings,generalized equations,normal map,normal cone,generalized equation
Journal
24
Issue
ISSN
Citations 
1
0364-765X
2
PageRank 
References 
Authors
0.72
7
2
Name
Order
Citations
PageRank
Stephen C. Billups120840.10
Michael C. Ferris21115142.21