A filter method for solving nonlinear complementarity problems based on derivative-free line search

DOI10.1016/J.AMC.2007.01.025MaRDI QIDQ2383752zbMATH OpenOpenAlexFDO

Authors Jun Long, Changfeng Ma

Publication date 19 September 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.01.025

zbMATH Keywords

derivative-free line searchfilter methodnonlinear complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative-free methods and methods using generalized derivatives (90C56)

Review text

The authors translate the nonlinear complementarity problem into a Newton equation with disturbance. Under certain conditions the Newton equation is updated. The authors propose a method for the nonlinear complementarity problem where the proposed algorithm is proved to be globally convergent under mild assumptions. This paper leads one near the frontiers of knowledge in this topic of research. The paper will enter into the standard references in the field.

Recommendations

• A derivative-free algorithm for nonlinear complementarity problems based on filter techniques
• A derivative-free filter algorithm for nonlinear complementarity problem
• A derivative-free filter method for solving nonlinear complementarity problems
• A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems
• A new filter method for solving nonlinear complementarity problems

Cites work

• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
• A filter method for solving nonlinear complementarity problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A nonsmooth version of Newton's method
• A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
• A special newton-type optimization method
• A trust region method for a semismooth reformulation to variational inequality problems
• A Trust Region Method for Solving Generalized Complementarity Problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Generalized Linear Complementarity Problems
• scientific article; zbMATH DE number 1059222 (Why is no real title available?)
• scientific article; zbMATH DE number 1059228 (Why is no real title available?)
• scientific article; zbMATH DE number 1552025 (Why is no real title available?)
• scientific article; zbMATH DE number 1766748 (Why is no real title available?)
• scientific article; zbMATH DE number 1841787 (Why is no real title available?)
• Jacobian Smoothing Methods for Nonlinear Complementarity Problems
• Misclassification minimization
• Nonlinear programming without a penalty function.
• On the resolution of monotone complementarity problems
• Optimization and nonsmooth analysis
• Smoothing trust region methods for nonlinear complementarity problems with P₀-functions
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Some Noninterior Continuation Methods for Linear Complementarity Problems

Cited in

(11)

• A derivative-free filter method for solving nonlinear complementarity problems
• Some results on the filter method for nonlinear complementary problems
• The semismooth and smoothing Newton methods for solving Pareto eigenvalue problem
• A derivative-free algorithm for nonlinear complementarity problems based on filter techniques
• An improved filter method for nonlinear complementarity problem
• An improved ODE-type filter method for nonlinear complementarity problem
• A derivative-free filter method with local variations for systems of nonlinear equations
• A derivative-free filter algorithm for nonlinear complementarity problem
• A new filter method for solving nonlinear complementarity problems
• A projection-filter method for solving nonlinear complementarity problems
• A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems

This page was built for publication: A filter method for solving nonlinear complementarity problems based on derivative-free line search

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2383752)