A nonmonotone smoothing Newton algorithm for weighted complementarity problem

DOI10.1007/S10957-021-01839-6MaRDI QIDQ2046534zbMATH OpenOpenAlexFDO

Authors Jingyong Tang, Hongchao Zhang

Publication date 18 August 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-021-01839-6

zbMATH Keywords

Jacobian nonsingularitysmoothing Newton algorithmsuperlinear/quadratic convergencesymmetric coneweighted complementarity problem

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

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• A smoothing Newton algorithm for weighted linear complementarity problem
• A smoothing Newton method for symmetric cone complementarity problem
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• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 2112997 (Why is no real title available?)
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Cited in

(30)

• A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• A new smoothing-type algorithm for nonlinear weighted complementarity problem
• A global convergent semi-smooth Newton method for semi-linear elliptic optimal control problem
• An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
• A smoothing Newton algorithm for weighted linear complementarity problem
• A regularized nonmonotone inexact smoothing Newton algorithm for weighted symmetric cone complementarity problems
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• A nonmonotone inexact smoothing Newton algorithm for the weighted second-order cone complementarity problem
• scientific article; zbMATH DE number 7112925 (Why is no real title available?)
• A smoothing Newton algorithm for the weighted second-order cone complementarity problem
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A dynamic model to solve weighted linear complementarity problems
• Complexity analysis of a full-Newton step interior-point method for monotone weighted linear complementarity problems
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• A Neural Network Approach for Solving Weighted Nonlinear Complementarity Problems
• A non-monotone smoothing Newton algorithm for absolute value equations associated with second-order cone
• Complexity analysis of a predictor-corrector interior-point algorithm for P_()-weighted linear complementarity problems
• Sufficient weighted second-order cone complementarity problems
• One-parametric class of smoothing functions for (WSOCCP) and its Jacobian consistency
• New smooth weighted complementarity functions and a cubically convergent method for wLCP
• A modulus-based framework for weighted horizontal linear complementarity problems
• Nonmonotone smoothing inexact Newton algorithm for solving weighted horizontal linear complementarity problems
• The solvability of weighted complementarity problems and a smoothing Newton algorithm under the local error bound
• A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations
• A unified approach to smoothing and regularization for SOCCPs under local error bound
• Analysis of the inexact modified Levenberg-Marquardt method for nonlinear equations
• The modified Levenberg-Marquardt method incorporating a new LM parameter and a nonmonotone scheme
• A smoothing Newton method with a mixed line search for monotone weighted complementarity problems

Describes a project that uses

Uses Software

• SCCP

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