A non-interior continuation method for generalized linear complementarity problems

DOI10.1007/S101070050104zbMATH Open0987.90081OpenAlexW2027214318MaRDI QIDQ1968796FDOQ1968796

Zhenghua Lin, Jiming Peng

Publication date: 17 June 2002

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

Full work available at URL: https://doi.org/10.1007/s101070050104

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zbMATH Keywords

generalized linear complementarity problemnoninterior continuation method\(Q\)-quadratical convergence

Mathematics Subject Classification ID

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

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• Generalized Linear Complementarity Problems
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• Superlinear noninterior one-step continuation method for monotone LCP in the absence of strict complementarity.
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• Global linear and quadratic one-step smoothing Newton method for vertical linear complementarity problems
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• A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
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• An Adaptive Smoothing Method for Continuous Minimax Problems
• Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems
• Global convergence of a smooth approximation method for mathematical programs with complementarity constraints
• Projected fixed-point method for vertical tensor complementarity problems
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• A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
• Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem
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• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints
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• A truncated aggregate smoothing Newton method for minimax problems
• Projected splitting methods for vertical linear complementarity problems
• A modulus-based formulation for the vertical linear complementarity problem
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• A two-step new modulus-based matrix splitting method for vertical linear complementarity problem
• Smooth convex approximation to the maximum eigenvalue function
• Existence of the least element solution of the vertical block \(Z\)-tensor complementarity problem

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