A self-adaptive trust region method for the extended linear complementarity problems

DOI10.1007/s10492-009-0004-xzbMath1212.65239MaRDI QIDQ993286

Qiang Li, Zhensheng Yu

Publication date: 10 September 2010

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/37807

zbMATH Keywords

global convergence; extended linear complementarity; trust region algorithm; local superlinear convergence

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90C51: Interior-point methods

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A nonmonotone weighting self-adaptive trust region algorithm for unconstrained nonconvex optimization

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