A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
From MaRDI portal
Publication:3124044
DOI10.1137/S1052623494279110zbMath0873.90096MaRDI QIDQ3124044
Francisco Facchinei, João Oliveira Soares
Publication date: 30 October 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (only showing first 100 items - show all)
Unified approaches for solvable and unsolvable linear complementarity problems ⋮ Geometric views of the generalized fischer-burmeister function and its induced merit function ⋮ Neural network models and its application for solving linear and quadratic programming problems ⋮ A damped Gauss-Newton method for the second-order cone complementarity problem ⋮ A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints ⋮ The linear convergence of a derivative-free descent method for nonlinear complementarity problems ⋮ An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function ⋮ An almost smooth equation reformulation to the nonlinear complementarity problem and Newton's method ⋮ Neural network approaches based on new NCP-functions for solving tensor complementarity problem ⋮ A filter method for solving nonlinear complementarity problems based on derivative-free line search ⋮ 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 ⋮ An interior-point affine-scaling trust-region method for semismooth equations with box constraints ⋮ The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem ⋮ A derivative-free filter algorithm for nonlinear complementarity problem ⋮ A globalized Newton method for the computation of normalized Nash equilibria ⋮ A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions ⋮ A smoothing Newton method for nonlinear complementarity problems ⋮ Scalable semismooth Newton methods with multilevel domain decomposition for subsurface flow and reactive transport in porous media ⋮ A new filter method for solving nonlinear complementarity problems ⋮ FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming ⋮ Un algoritmo global con jacobiano suavizado para problemas de complementariedad no lineal ⋮ Solving the bicriteria traffic equilibrium problem with variable demand and nonlinear path costs ⋮ Exact penalties for variational inequalities with applications to nonlinear complementarity problems ⋮ A sub-additive DC approach to the complementarity problem ⋮ Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem ⋮ A non-interior continuation algorithm for the CP based on a generalized smoothing function ⋮ Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints ⋮ Parallel reservoir simulators for fully implicit complementarity formulation of multicomponent compressible flows ⋮ A Finsler geometrical programming approach to the nonlinear complementarity problem of traffic equilibrium ⋮ A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints ⋮ A new class of penalized NCP-functions and its properties ⋮ On the natural merit function for solving complementarity problems ⋮ Discovery of new complementarity functions for NCP and SOCCP ⋮ Further application of \(H\)-differentiability to generalized complementarity problems based on generalized Fisher-Burmeister functions ⋮ Stochastic mathematical programs with equilibrium constraints ⋮ Gauss-Seidel method for multi-leader-follower games ⋮ Nonnegative inverse eigenvalue problems with partial eigendata ⋮ A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs ⋮ Trust-region method for box-constrained semismooth equations and its applications to complementary problems ⋮ A new semismooth Newton method for NCPs based on the penalized KK function ⋮ A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints ⋮ On construction of new NCP functions ⋮ A comparison of solution approaches for the numerical treatment of or-constrained optimization problems ⋮ A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata ⋮ Nonlinearly preconditioned semismooth Newton methods for variational inequality solution of two-phase flow in porous media ⋮ Semismooth Newton methods with domain decomposition for American options ⋮ Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization ⋮ On minimizing some merit functions for nonlinear complementarity problems under \(H\) -differentiability ⋮ A smoothing Newton-type method for generalized nonlinear complementarity problem ⋮ A nonmonotone Jacobian smoothing inexact Newton method for NCP ⋮ A descent method for a reformulation of the second-order cone complementarity problem ⋮ An application of \(H\)-differentiability to nonnegative and unrestricted generalized complementarity problems ⋮ On a semismooth least squares formulation of complementarity problems with gap reduction ⋮ Box-constrained minimization reformulations of complementarity problems in second-order cones ⋮ A smoothing Levenberg-Marquardt method for the extended linear complementarity problem ⋮ Smoothing algorithms for complementarity problems over symmetric cones ⋮ A new smoothing Newton-type algorithm for semi-infinite programming ⋮ A Jacobian smoothing method for box constrained variational inequality problems ⋮ A new hybrid method for nonlinear complementarity problems ⋮ Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem ⋮ Solving nearly-separable quadratic optimization problems as nonsmooth equations ⋮ A new proximal-based globalization strategy for the Josephy‐Newton method for variational inequalities ⋮ Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions ⋮ A neural network based on the generalized Fischer-Burmeister function for nonlinear complementarity problems ⋮ Properties of a family of merit functions and a merit function method for the NCP ⋮ Boundedness and regularity properties of semismooth reformulations of variational inequalities ⋮ Smoothing Newton method for NCP with the identification of degenerate indices ⋮ Constrained optimal control of Navier--Stokes flow by semismooth Newton methods ⋮ Symmetrization of generalized natural residual function for NCP ⋮ A self-adaptive trust region method for the extended linear complementarity problems ⋮ A linearly convergent derivative-free descent method for the second-order cone complementarity problem ⋮ A family of NCP functions and a descent method for the nonlinear complementarity problem ⋮ Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches ⋮ The \(SC^1\) 1property of an expected residual function arising from stochastic complementarity problems ⋮ Convergence analysis of nonsmooth equations for the general nonlinear complementarity problem ⋮ Modified gradient dynamic approach to the tensor complementarity problem ⋮ A global Newton method for the nonsmooth vector fields on Riemannian manifolds ⋮ Flexible complementarity solvers for large-scale applications ⋮ On minimizing and stationary sequences of a new class of merit functions for nonlinear complementarity problems ⋮ Convergence analysis of a projection algorithm for variational inequality problems ⋮ Global resolution of the support vector machine regression parameters selection problem with LPCC ⋮ New constrained optimization reformulation of complementarity problems ⋮ On finite termination of an iterative method for linear complementarity problems ⋮ A smoothing conic trust region filter method for the nonlinear complementarity problem ⋮ Derivative-free methods for monotone variational inequality and complementarity problems ⋮ Globally convergent Jacobian smoothing inexact Newton methods for NCP ⋮ Some results on the filter method for nonlinear complementary problems ⋮ Regularized smoothing approximations to vertical nonlinear complementarity problems ⋮ A new class of neural networks for NCPs using smooth perturbations of the natural residual function ⋮ Three classes of merit functions for the complementarity problem over a closed convex cone ⋮ Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities ⋮ Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method ⋮ Equivalence of the generalized complementarity problem to differentiable unconstrained minimization ⋮ SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS ⋮ An unconstrained smooth minimization reformulation of the second-order cone complementarity problem ⋮ A neural network for the linear complementarity problem ⋮ Global Newton-type methods and semismooth reformulations for NCP ⋮ A cell-based dynamic traffic assignment model: Formulation and properties
This page was built for publication: A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
