A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points

DOI10.1007/S10589-017-9950-5MaRDI QIDQ1744883zbMATH OpenOpenAlexFDO

Authors Andreas Fischer, A. F. Izmailov, W. Scheck, M. V. Solodov, Markus Herrich

Publication date 20 April 2018

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

Full work available at URL https://doi.org/10.1007/s10589-017-9950-5

zbMATH Keywords

global convergencequadratic convergenceconstrained equationLP-Newton methodpiecewise smooth equation

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15) Numerical methods based on necessary conditions (49M05)

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Cites work

• A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
• A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
• A globally convergent LP-Newton method
• A new error bound result for generalized Nash equilibrium problems and its algorithmic application
• A nonsmooth Newton method with path search and its use in solving \(C^{1,1}\) programs and semi-infinite problems
• An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
• Differential properties of the marginal function in mathematical programming
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Marginal Values in Linear Programming
• Newton-Type Methods for Optimization and Variational Problems
• Nonsmooth equations in optimization. Regularity, calculus, methods and applications
• On a semi-smooth Newton method and its globalization
• On the Accurate Identification of Active Constraints
• On the solution of the KKT conditions of generalized Nash equilibrium problems
• Optimization and nonsmooth analysis

Cited in

(7)

• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• A special complementarity function revisited
• A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity
• A globally convergent LP-Newton method
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• Globalizing convergence of piecewise Newton methods
• Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments

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