Gauss-Newton methods for the complementarity problem

DOI10.1007/BF00940445zbMath0792.90082MaRDI QIDQ1321346

P. K. Subramanian

Publication date: 17 July 1994

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

zbMATH Keywords

complementarity problemnonlinear system of equationsdamped Gauss- Newton algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (15)

A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems ⋮ Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems ⋮ A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems ⋮ Solution of monotone complementarity problems with locally Lipschitzian functions ⋮ Nonlinear complementarity as unconstrained optimization ⋮ Nonmonotone Levenberg-Marquardt algorithms and their convergence analysis ⋮ Convergence analysis of Gauss-Newton methods for the complementarity problem ⋮ A feasible directions algorithm for nonlinear complementarity problems and applications in mechanics ⋮ Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem ⋮ Network equilibrium of production, transportation and pricing for multi-product multi-market ⋮ New constrained optimization reformulation of complementarity problems ⋮ On finite termination of an iterative method for linear complementarity problems ⋮ Growth behavior of a class of merit functions for the nonlinear complementarity problem ⋮ An SQP method for general nonlinear complementarity problems ⋮ Nonlinear complementarity as unconstrained and constrained minimization

Cites Work

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• Bimatrix Equilibrium Points and Mathematical Programming
• The Approximation of Fixed Points of a Continuous Mapping
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