A theoretical and numerical comparison of some semismooth algorithms for complementarity problems

DOI10.1023/A:1008705425484zbMATH Open0964.90046MaRDI QIDQ1583587FDOQ1583587

Authors: Francisco Facchinei, Christian Kanzow, Tecla de Luca 

Publication date: 19 July 2001

Published in: Computational Optimization and Applications (Search for Journal in Brave)

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zbMATH Keywords

nonlinear complementarity problemprojected gradient methodNewton's methodlarge scale problemsemismoothness

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (36)

• Globalizing a nonsmooth Newton method via nonmonotone path search
• A double nonmonotone quasi-Newton method for nonlinear complementarity problem based on piecewise NCP functions
• A comparison of solution approaches for the numerical treatment of or-constrained optimization problems
• A new class of complementarity functions for symmetric cone complementarity problems
• A two-level domain decomposition algorithm for linear complementarity problem
• A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
• On regularity conditions for complementarity problems
• Iterative method with modification of the right-hand side vector for nonlinear complementarity problems
• A global implicit solver for miscible reactive multiphase multicomponent flow in porous media
• Solving nearly-separable quadratic optimization problems as nonsmooth equations
• Generalized Nash equilibrium problems and Newton methods
• A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems
• Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
• American Options in an Illiquid Market: Nonlinear Complementary Method
• Optimization problems with equilibrium constraints and their numerical solution.
• Solving box constrained variational inequalities by using the natural residual with D-gap function globalization
• Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
• Active-set Newton methods for mathematical programs with vanishing constraints
• Exact penalties for variational inequalities with applications to nonlinear complementarity problems
• A Newton's method for perturbed second-order cone programs
• Inexact non-interior continuation method for monotone semidefinite complementarity problems
• Optimal control problems with control complementarity constraints: existence results, optimality conditions, and a penalty method
• Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method
• Global Newton-type methods and semismooth reformulations for NCP
• Computation of generalized differentials in nonlinear complementarity problems
• A globalized Newton method for the computation of normalized Nash equilibria
• The semismooth Newton method for the solution of quasi-variational inequalities
• Two-level additive Schwarz algorithms for nonlinear complementarity problem with anM-function
• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
• On the computation of an element of Clarke generalized Jacobian for a vector-valued max function
• Inexact semismooth Newton methods for large-scale complementarity problems
• Improving the robustness of descent-based methods for semismooth equations using proximal perturbations
• Boundedness and regularity properties of semismooth reformulations of variational inequalities
• Globally convergent Jacobian smoothing inexact Newton methods for NCP
• An algorithm for equilibrium selection in generalized Nash equilibrium problems
• A nonmonotone Jacobian smoothing inexact Newton method for NCP

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