Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems

DOI10.1080/10556780701296455zbMATH Open1188.90258OpenAlexW2123093332MaRDI QIDQ5437523FDOQ5437523

Stefania Petra, Christian Kanzow

Publication date: 21 January 2008

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701296455

zbMATH Keywords

global convergencequadratic convergencecomplementarity problemsfilter methodtrust region methodssemismooth functionsnonlinear least squares reformulationCauchy step

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• Computing a Trust Region Step
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Strongly Regular Generalized Equations
• Trust Region Methods
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• A semismooth equation approach to the solution of nonlinear complementarity problems
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Nonlinear programming without a penalty function.
• On NCP-functions
• Solution of monotone complementarity problems with locally Lipschitzian functions
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A special newton-type optimization method
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• On the superlinear local convergence of a filter-SQP method
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• Feasible descent algorithms for mixed complementarity problems
• Strictly feasible equation-based methods for mixed complementarity problems
• Global Convergence of Trust-region Interior-point Algorithms for Infinite-dimensional Nonconvex Minimization Subject to Pointwise Bounds
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• Nonsmooth Equations: Motivation and Algorithms
• On a semismooth least squares formulation of complementarity problems with gap reduction
• Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
• Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
• A Trust Region Method for Solving Generalized Complementarity Problems

Cited In (16)

• A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs
• Numerical comparisons of two effective methods for mixed complementarity problems
• An efficient algorithm for solving supply chain network equilibria and equivalent supernetwork based traffic network equilibria
• A locally convergent inexact projected Levenberg-Marquardt-type algorithm for large-scale constrained nonsmooth equations
• A trust-region approach with novel filter adaptive radius for system of nonlinear equations
• Solving nearly-separable quadratic optimization problems as nonsmooth equations
• Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods
• Exact penalties for variational inequalities with applications to nonlinear complementarity problems
• A feasible decomposition method for constrained equations and its application to complementarity problems
• On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
• Trust-region method for box-constrained semismooth equations and its applications to complementary problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• MINQ8: general definite and bound constrained indefinite quadratic programming
• A kind of stochastic eigenvalue complementarity problems

Uses Software

• levmar
• MINQ
• PATH Solver
• GQTPAR
• MCPLIB

This page was built for publication: Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5437523)