A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems

DOI10.1137/S0895479897329837MaRDI QIDQ4702248zbMATH OpenOpenAlexFDO

Authors Houduo Qi, Li-Zhi Liao

Publication date 24 November 1999

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479897329837

zbMATH Keywords

aggregation functionglobal convergencesemismoothnesssmoothing Newton method

Mathematics Subject Classification ID

Degree theory for nonlinear operators (47H11) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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(46)

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• A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix
• Projected splitting methods for vertical linear complementarity problems
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• A power penalty method for discrete HJB equations
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• The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
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• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints
• On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
• An inexact Newton algorithm for horizontal complementarity
• A primal-dual algorithm for minimizing a sum of Euclidean norms
• A modulus-based matrix splitting method for the vertical nonlinear complementarity problem
• Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem
• Convergence analysis of projected SOR iteration method for a class of vertical linear complementarity problems
• Generalized multilinear games and vertical tensor complementarity problems
• Existence of the least element solution of the vertical block Z-tensor complementarity problem
• Global error bounds for the extended vertical LCP
• A network of options: evaluating complex interdependent decisions under uncertainty
• Generalized modulus-based matrix splitting algorithm with Anderson acceleration strategy for vertical linear complementarity problems
• Global Error Bounds for the Extended Vertical Linear Complementarity Problems of CKV-Type Matrices and CKV-Type $B$-Matrices
• Existence results of solutions to a generalized vertical polynomial complementarity problem in terms of vertical block tensor tuples
• A two-step new modulus-based matrix splitting method for vertical linear complementarity problem
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• A relaxation two-step parallel modulus method without auxiliary variable for solving large sparse vertical linear complementarity problems
• Vertical linear complementarity problem via the new modulus-based matrix splitting method
• The projected-type method for the extended vertical linear complementarity problem revisited
• Extended vertical stochastic R₀-tensor complementarity problem
• Projected Jacobi method for vertical tensor complementarity problems
• A class of matrix splitting-based fixed-point iteration method for the vertical nonlinear complementarity problem
• Extended vertical tensor complementarity problems with finite solution sets
• Smoothing methods for nonsmooth, nonconvex minimization
• New multiplier method for solving linear complementarity problems
• Nonsmooth Newton methods for vertical linear complementarity problems
• On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
• A generalized complementarity approach to solving real option problems
• Global convergence of a smooth approximation method for mathematical programs with complementarity constraints
• On almost smooth functions and piecewise smooth functions
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search

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