Krasnosel'skii, M. A.; Kuznetsov, N. A.; Rachinskii, D. J.; März, R.
Iteration methods with incomplete corrections and solution of nonlinear equations
Preprint series:
Institut für Mathematik, Humboldt-Universität zu Berlin (ISSN 0863-0976)
- MSC:
- 90C15 Stochastic programming
Abstract: Basing on the theory of dynamic systems with inclomplete corrections [1-2],
various methods of Gauss-Seidel-type for the numerical solution of nonlinear
equations are formulated and analyzed. For special classes of equations some of
these methods have already been discussed (e.g. [3-5]).\\
The results of the present paper provide statements on the asymptotic stability of
equilibria for new classes of nonlinear systems.
Keywords: hydro-thermal power system, uncertain load, mixed-integer, Lagrangian relaxation,bundle methods