A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems

DOI10.1007/BF01586928zbMath0733.90063OpenAlexW2009885647MaRDI QIDQ810375

Jong-Shi Pang

Publication date: 1991

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01586928

zbMATH Keywords

sequential quadratic programmingnonsmooth equationsnonlinear complementaritydamped Newton methodB-differentiable equationsglobally convergent, locally quadratically convergent algorithmNewton- type descent method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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• Strongly Regular Generalized Equations
• Iterative methods for variational and complementarity problems

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