A QP-free constrained Newton-type method for variational inequality problems

DOI10.1007/S101070050047zbMATH Open0958.65078OpenAlexW2046272803MaRDI QIDQ1295959FDOQ1295959

Authors: Christian Kanzow, Houduo Qi 

Publication date: 28 June 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101070050047

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zbMATH Keywords

algorithmglobal convergencevariational inequalityNewton's methodquadratic convergencestrong regularitysemismoothness

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Newton-type methods (49M15)

Cited In (45)

• A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations
• An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations
• A new active-set strategy for NCP with degenerate solutions
• A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
• QP-free method for variational inequality problems
• Sequential systems of linear equations method for general constrained optimization without strict complementarity
• The quasi-Newton method of solution of convex variational inequalities with descent decomposition
• Solving a class of variational inequalities with inexact oracle operators
• Smoothing Newton method for NCP with the identification of degenerate indices
• Local feasible QP-free algorithms for the constrained minimization of SC\(^1\) functions
• A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
• Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
• Lifting mathematical programs with complementarity constraints
• Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
• AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY
• A null-space-based weightedl₁minimization approach to compressed sensing
• An active set quasi-Newton method with projection step for monotone nonlinear equations
• A nonmonotone filter method for nonlinear optimization
• Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
• A new smoothing Newton-type algorithm for semi-infinite programming
• An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
• Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
• Subspace quadratic regularization method for group sparse multinomial logistic regression
• A projected semismooth Newton method for problems of calibrating least squares covariance matrix
• An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions
• An improved filter method for nonlinear complementarity problem
• Smoothing Levenberg-Marquardt method for general nonlinear complementarity problems under local error bound
• Modified Jacobian smoothing method for nonsmooth complementarity problems
• A globally convergent method based on Fischer-Burmeister operators for solving second-order cone constrained variational inequality problems
• A majorization penalty method for SVM with sparse constraint
• A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
• A global QP-free algorithm for mathematical programs with complementarity constraints
• Trust-region method for box-constrained semismooth equations and its applications to complementary problems
• Feasible methods for nonconvex nonsmooth problems with applications in green communications
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
• A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization
• An eigenvalue-based method for the unbalanced Procrustes problem
• Robust Euclidean embedding via EDM optimization
• Maximizing sum of coupled traces with applications
• Trace ratio optimization with an application to multi-view learning
• A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
• A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization
• A quasisecant method for solving a system of nonsmooth equations

Uses Software

• GQTPAR

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