Solution of monotone complementarity problems with locally Lipschitzian functions

DOI10.1007/BF02614396zbMath0871.90097OpenAlexW2001508169MaRDI QIDQ1356058

Andreas Fischer

Publication date: 5 October 1997

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

Full work available at URL: https://doi.org/10.1007/bf02614396

zbMATH Keywords

complementarity problemsdescent methodgeneralized Newton methodmonotone functionsemismooth functionslocally Lipschitzian function

Mathematics Subject Classification ID

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

Related Items

Adjoint based optimal control of partially miscible two-phase flow in porous media with applications to CO\(_2\) sequestration in underground reservoirs, Geometric views of the generalized fischer-burmeister function and its induced merit function, A smoothing inexact Newton method for variational inequalities with nonlinear constraints, An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function, A damped Gauss-Newton method for the second-order cone complementarity problem, \(hp\)-adaptive IPDG/TDG-FEM for parabolic obstacle problems, A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities, Two unconstrained optimization approaches for the Euclidean \(\kappa \)-centrum location problem, A filter method for solving nonlinear complementarity problems based on derivative-free line search, A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming, On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints, The charges on the paths, Two classes of merit functions for the second-order cone complementarity problem, The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem, Augmented Lagrangian methods for convex matrix optimization problems, A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions, A family of Newton methods for nonsmooth constrained systems with nonisolated solutions, A new filter method for solving nonlinear complementarity problems, Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems, Globally and quadratically convergent algorithm for minimizing the sum of Euclidean norms, Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming, A gradient-based approach for discrete optimum design, On almost smooth functions and piecewise smooth functions, Smooth and nonsmooth analyses of vector-valued functions associated with circular cones, A sub-additive DC approach to the complementarity problem, An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions, Convergence of a continuous approach for zero-one programming problems, Merit functions for nonsmooth complementarity problems and related descent algorithms, A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations, A non-interior continuation algorithm for the CP based on a generalized smoothing function, Calibration of estimator-weights via semismooth Newton method, A proximal point algorithm for the monotone second-order cone complementarity problem, Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function, The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function, A smoothing method for zero--one constrained extremum problems, Generalized Newton-iterative method for semismooth equations, A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation, Discovery of new complementarity functions for NCP and SOCCP, A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function, A new smoothing Broyden-like method for solving nonlinear complementarity problem with a \(P_{0}\)-function, Further application of \(H\)-differentiability to generalized complementarity problems based on generalized Fisher-Burmeister functions, A continuous trust-region-type method for solving nonlinear semidefinite complementarity problem, A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities, On convergence of a smoothing Broyden-like method for \(P_0\)-NCP, A modified inexact operator splitting method for monotone variational inequalities, Nonnegative inverse eigenvalue problems with partial eigendata, A smoothing-type algorithm for solving system of inequalities, A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs, A partial proximal point algorithm for nuclear norm regularized matrix least squares problems, Smoothing Newton method for minimizing the sum of \(p\) -norms, Globalizing a nonsmooth Newton method via nonmonotone path search, An operator splitting method for monotone variational inequalities with a new perturbation strategy, On minimizing some merit functions for nonlinear complementarity problems under \(H\) -differentiability, A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations, A modified SQP-filter method for nonlinear complementarity problem, Numerical comparisons of two effective methods for mixed complementarity problems, A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems, Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem, A derivative-free filter method for solving nonlinear complementarity problems, A kind of nonmonotone filter method for nonlinear complementarity problem, A Jacobian smoothing method for box constrained variational inequality problems, An efficient algorithm for solving supply chain network equilibria and equivalent supernetwork based traffic network equilibria, The penalized Fischer-Burmeister SOC complementarity function, A new hybrid method for nonlinear complementarity problems, Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem, Solving equations via the trust region and its application to a class of stochastic linear complementarity problems, New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems, A new smoothing Newton method for solving constrained nonlinear equations, A new smoothing and regularization Newton method for \(P_{0}\)-NCP, Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions, A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions, A neural network based on the generalized Fischer-Burmeister function for nonlinear complementarity problems, An inexact SQP Newton method for convex SC\(^{1}\) minimization problems, A smoothing Newton method for semi-infinite programming, Properties of a family of merit functions and a merit function method for the NCP, Smoothing Newton method for NCP with the identification of degenerate indices, Symmetrization of generalized natural residual function for NCP, Computational methods for elastoplasticity: an overview of conventional and \textit{less-conventional} approaches, A new logarithmic-quadratic proximal method for nonlinear complementarity problems, Improved smoothing Newton methods for \(P_0\) nonlinear complementarity problems, A family of NCP functions and a descent method for the nonlinear complementarity problem, A smoothing projected Newton-type algorithm for semi-infinite programming, A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property, Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets, A nonsmooth Newton's method for control-state constrained optimal control problems, Feasible semismooth Newton method for a class of stochastic linear complementarity problems, Modified Jacobian smoothing method for nonsmooth complementarity problems, New constrained optimization reformulation of complementarity problems, A smoothing conic trust region filter method for the nonlinear complementarity problem, Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems, The convergence of a smoothing damped Gauss-Newton method for nonlinear complementarity problem, A global continuation algorithm for solving binary quadratic programming problems, A filter trust region method for solving semi-infinite programming problems, Coercivity and strong semismoothness of the penalized Fischer-Burmeister function for the symmetric cone complementarity problem, Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems, An active set smoothing method for solving unconstrained minimax problems, An efficient neural network for solving convex optimization problems with a nonlinear complementarity problem function, Solving box constrained variational inequalities by using the natural residual with D-gap function globalization, A smoothing Newton method preserving nonnegativity for solving tensor complementarity problems with \(P_0\) mappings, Stochastic tensor complementarity problem with discrete distribution, A nonmonotone smoothing Newton algorithm for solving general box constrained variational inequalities, Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions, A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones, The locally Chen-Harker-Kanzow-Smale smoothing functions for mixed complementarity problems, Analyticity of solutions to thermo‐elastic‐plastic flow problem with microtemperatures, Solvability of monotone tensor complementarity problems, A symplectic method for trajectory planning of general tractor-trailer systems, Modified proximal-point method for nonlinear complementarity problems, A Finsler geometrical programming approach to the nonlinear complementarity problem of traffic equilibrium, A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors, Unnamed Item, An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions, A smoothing inexact Newton method for nonlinear complementarity problems, A new semismooth Newton method for NCPs based on the penalized KK function, A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata, Globally convergent inexact generalized Newton method for first-order differentiable optimization problems, The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem, 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, Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem, A globally and superlinearly convergent smoothing Broyden-like method for solving nonlinear complementarity problem, The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function, Solving variational inequality problems via smoothing-nonsmooth reformulations, Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions, A hybrid inexact logarithmic-quadratic proximal method for nonlinear complementarity problems, Mean Value Theorems for the Scalar Derivative and Applications, Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems, A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*, Metric regularity: characterizations, nonsmooth variations and successive approximation^∗, A primal-dual algorithm for minimizing a sum of Euclidean norms, Solution point characterizations and convergence analysis of a descent algorithm for nonsmooth continuous complementarity problems., Lagrangian globalization methods for nonlinear complementarity problems, Convergence analysis of nonsmooth equations for the general nonlinear complementarity problem, Perturbation strategy for splitting operator method to solve the set-valued variational inequalities, Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone, A filter method for solving nonlinear complementarity problems, Stability of inclusions: characterizations via suitable Lipschitz functions and algorithms, A preconditioner for solving large-scale variational inequality problems by a semismooth inexact approach, A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization, Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP

Uses Software

• QPCOMP
• PATH Solver

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• Mathematical foundations of nonsmooth embedding methods
• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• Gauss-Newton methods for the complementarity problem
• Nonlinear complementarity as unconstrained and constrained minimization
• Nonmonotone stabilization methods for nonlinear equations
• Newton's method for a class of nonsmooth functions
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• A semismooth equation approach to the solution of nonlinear complementarity problems
• Computational schemes for large-scale problems in extended linear- quadratic programming
• A class of smoothing functions for nonlinear and mixed complementarity problems
• On the resolution of monotone complementarity problems
• Solution of linear complementarity problems using minimization with simple bounds
• On stationary points of the implicit Lagrangian for nonlinear complementarity problems
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• A Newton-type method for positive-semidefinite linear complementarity problems
• Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities
• Newton's method for the nonlinear complementarity problem: a B- differentiable equation approach
• A nonsmooth version of Newton's method
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems
• Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
• Nonsmooth Equations: Motivation and Algorithms
• Newton's Method for B-Differentiable Equations
• Optimization and nonsmooth analysis
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
• Globally Convergent Newton Methods for Nonsmooth Equations
• Equivalence of the Complementarity Problem to a System of Nonlinear Equations
• Semismooth and Semiconvex Functions in Constrained Optimization
• Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
• A special newton-type optimization method
• An Infeasible Path-Following Method for Monotone Complementarity Problems
• Smooth Approximations to Nonlinear Complementarity Problems
• Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Global Convergence Properties of Some Iterative Methods for Linear Complementarity Problems
• Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach