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7 followers · 4 following

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Achievement: Arctic Code Vault Contributor

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Achievement: Arctic Code Vault Contributor

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a24hori/README.md

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  1. semismoothNewtonNCP semismoothNewtonNCP Public

    solve nonlinear complementarity problem with semismooth (nonsmooth) Newton method

    Python 2

  2. InteriorPointMethod-for-NonlinearSDP InteriorPointMethod-for-NonlinearSDP Public

    Implemented IP Method for NSDP proposed by Yamashita, Yabe, and Harada (2012) and Yamashita, Yabe (2009).

    Python 3 1

  3. interior_point_method_for_QP interior_point_method_for_QP Public

    For comprehensive implementation from Algorithm 16.4 (Predictor-Corrector Algorithm for QP) in Nocedal & Wright (2006)

    Python 5

  4. twoStageNashGames_expPack twoStageNashGames_expPack Public

    The program we conducted in the paper "Two-stage distributionally robust noncooperative games: Existence of Nash equilibrium and its applications to Cournot-Nash competition."

    MATLAB 9 2