Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm
From MaRDI portal
Publication:2171124
Recommendations
- A penalized Fischer-Burmeister NCP-function
- A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function
- Properties and construction of NCP functions
- A new class of penalized NCP-functions and its properties
- Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
Cites work
- scientific article; zbMATH DE number 1569004 (Why is no real title available?)
- scientific article; zbMATH DE number 757678 (Why is no real title available?)
- scientific article; zbMATH DE number 7416500 (Why is no real title available?)
- A Nonmonotone Line Search Technique for Newton’s Method
- A family of NCP functions and a descent method for the nonlinear complementarity problem
- A new class of penalized NCP-functions and its properties
- A new class of semismooth Newton-type methods for nonlinear complementarity problems
- A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
- A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function
- A nonmonotone smoothing Newton method for circular cone programming
- A penalized Fischer-Burmeister NCP-function
- A penalty method for a mixed nonlinear complementarity problem
- A power penalty approach to a nonlinear complementarity problem
- A power penalty method for a bounded nonlinear complementarity problem
- A power penalty method for linear complementarity problems
- A power penalty method for second-order cone nonlinear complementarity problems
- A power penalty method for solving a nonlinear parabolic complementarity problem
- A semismooth equation approach to the solution of nonlinear complementarity problems
- A smooth Newton method with 3-1 piecewise NCP function for generalized nonlinear complementarity problem
- An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
- Convergence property of an interior penalty approach to pricing American option
- Derivative-free methods for monotone variational inequality and complementarity problems
- Discovery of new complementarity functions for NCP and SOCCP
- Engineering and Economic Applications of Complementarity Problems
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
- On the resolution of monotone complementarity problems
- Power penalty method for a linear complementarity problem arising from American option valuation
- Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
- The linear convergence of a derivative-free descent method for nonlinear complementarity problems
- The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
This page was built for publication: Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2171124)
