A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems

DOI10.1080/10556788.2021.1903007MaRDI QIDQ5043856zbMATH OpenOpenAlexWikidataFDO

Authors Jingyong Tang, Jinchuan Zhou

Publication date 6 October 2022

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

Full work available at URL https://doi.org/10.1080/10556788.2021.1903007

zbMATH Keywords

damped Gauss-Newton methodlocal error boundquadratic convergenceweighted linear complementarity problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A damped Gauss-Newton method for the second-order cone complementarity problem
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A full-Newton step interior-point method for monotone weighted linear complementarity problems
• A Fully Polynomial-Time Approximation Algorithm for Computing a Stationary Point of the General Linear Complementarity Problem
• A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• A nonsmooth version of Newton's method
• A polynomial path-following interior point algorithm for general linear complementarity problems
• A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs
• A smoothing Newton algorithm for weighted linear complementarity problem
• A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
• A weighted-path-following method for linear optimization
• Accelerating the modified Levenberg-Marquardt method for nonlinear equations
• EP theorem for dual linear complementarity problems
• Error bounds for analytic systems and their applications
• Error bounds in mathematical programming
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Gauss-Newton methods for the complementarity problem
• Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
• Interior-point algorithms for a generalization of linear programming and weighted centring
• Optimization and nonsmooth analysis
• Sufficient weighted complementarity problems
• The modified Levenberg-Marquardt method for nonlinear equations with cubic convergence
• The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
• Weighted complementarity problems -- A new paradigm for computing equilibria
• Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras

Cited in

(17)

• An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
• scientific article; zbMATH DE number 5936419 (Why is no real title available?)
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A dynamic model to solve weighted linear complementarity problems
• Complexity analysis of a full-Newton step interior-point method for monotone weighted linear complementarity problems
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• A Neural Network Approach for Solving Weighted Nonlinear Complementarity Problems
• The Levenberg-Marquardt algorithm for solving the generalized complementarity problems
• A feasible interior-point method with full-Newton step for P_* ( )-weighted linear complementarity problem via the algebraically equivalent transformation
• Complexity analysis of a predictor-corrector interior-point algorithm for P_()-weighted linear complementarity problems
• New smooth weighted complementarity functions and a cubically convergent method for wLCP
• Nonmonotone smoothing inexact Newton algorithm for solving weighted horizontal linear complementarity problems
• The solvability of weighted complementarity problems and a smoothing Newton algorithm under the local error bound
• A unified approach to smoothing and regularization for SOCCPs under local error bound
• Analysis of the inexact modified Levenberg-Marquardt method for nonlinear equations
• A variant Levenberg-Marquardt-type method for underdetermined nonsmooth equations
• The modified Levenberg-Marquardt method incorporating a new LM parameter and a nonmonotone scheme

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