Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming

DOI10.1023/A:1017565922109zbMath1016.90051OpenAlexW97365357MaRDI QIDQ5942348

Masao Fukushima, Dong-hui Li, Nobuo Yamashita

Publication date: 28 August 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017565922109

zbMATH Keywords

global convergenceconstrained optimizationsuperlinear convergenceBroyder-Fletcher-Goldfarb-Shanno methodFisher-Burmeister functionKarush-Kuhn-Tucker systemnonsmooth equationnonsmooth programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (12)

Nonsmooth equations approach to a constrained minimax problem. ⋮ Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems ⋮ Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem ⋮ A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI ⋮ A system of nonsmooth equations solver based upon subgradient method ⋮ A new smoothing Broyden-like method for solving nonlinear complementarity problem with a \(P_{0}\)-function ⋮ A smoothing Broyden-like method with a nonmonotone derivative-free line search for nonlinear complementarity problems ⋮ Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) ⋮ A quasisecant method for solving a system of nonsmooth equations ⋮ New approach for the nonlinear programming with transient stability constraints arising from power systems ⋮ Newton method of solving Karush-Kuhn-Tucker systems for a constrained Minimax Problem ⋮ A norm descent BFGS method for solving KKT systems of symmetric variational inequality problems

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