A smoothing Newton algorithm for weighted linear complementarity problem

DOI10.1007/s11590-015-0877-4zbMath1346.90778OpenAlexW2017417361MaRDI QIDQ279815

Zhang Jian

Publication date: 29 April 2016

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-015-0877-4

zbMATH Keywords

locally quadratic convergencesmoothing Newton methodweighted linear complementarity problem

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (14)

A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems ⋮ A dynamic model to solve weighted linear complementarity problems ⋮ A full-Newton step interior-point method for monotone weighted linear complementarity problems ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems ⋮ The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function ⋮ Unnamed Item ⋮ A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP ⋮ A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS ⋮ Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem ⋮ A nonmonotone smoothing Newton algorithm for weighted complementarity problem ⋮ A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem ⋮ A new smoothing-type algorithm for nonlinear weighted complementarity problem ⋮ A smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem

Cites Work

• A new smoothing and regularization Newton method for \(P_{0}\)-NCP
• Global linear and quadratic one-step smoothing Newton method for \(P_0\)-LCP
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms
• Sub-quadratic convergence of a smoothing Newton algorithm for the \(P_0\)- and monotone LCP
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• Convergence properties of a non-interior-point smoothing algorithm for the \(P*\)NCP
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function
• A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Weighted Complementarity Problems---A New Paradigm for Computing Equilibria
• Interior-point algorithms for a generalization of linear programming and weighted centring
• A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution

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