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

DOI10.1023/A:1008705425484MaRDI QIDQ1583587zbMATHFDO

Authors Francisco Facchinei, Christian Kanzow, Tecla de Luca

Publication date 19 July 2001

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

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)

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Cited in

(37)

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

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