A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems
DOI10.1007/s10957-017-1100-9zbMath1376.65102MaRDI QIDQ2412840
Publication date: 27 October 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-017-1100-9
algorithm; variational inequality; Gauss-Newton method; numerical result; eigenvalue complementarity problem; complementarity problem; Josephy-Newton method; Armijo-type inexact line search; Broyden-Fletcher-Goldfarb-Shanno-type secant update formula
49J40: Variational inequalities
49M15: Newton-type methods
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K15: Numerical methods for variational inequalities and related problems
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A DC programming approach for solving the symmetric eigenvalue complementarity problem
- A nonsmooth algorithm for cone-constrained eigenvalue problems
- NE/SQP: A robust algorithm for the nonlinear complementarity problem
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
- A projection-filter method for solving nonlinear complementarity problems
- A family of NCP functions and a descent method for the nonlinear complementarity problem
- Numerical resolution of cone-constrained eigenvalue problems
- On the finiteness of the cone spectrum of certain linear transformations on Euclidean Jordan algebras
- A note on a globally convergent Newton method for solving monotone variational inequalities
- Eigenvalue analysis of equilibrium processes defined by linear complementarity conditions
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- A sequential LCP method for bilevel linear programming
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- The directional instability problem in systems with frictional contacts.
- Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
- A hybrid Newton method for solving the variational inequality problem via the D-gap function
- Cone-constrained eigenvalue problems: Theory and algorithms
- A globally convergent Newton method for solving strongly monotone variational inequalities
- A new method for solving Pareto eigenvalue complementarity problems
- The eigenvalue complementarity problem
- On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
- Efficient DC programming approaches for the asymmetric eigenvalue complementarity problem
- Application Of Khobotov’s Algorithm To Variational Inequalities And Network Equilibrium Problems
- On the asymmetric eigenvalue complementarity problem
- A NOTE ON GLOBALLY CONVERGENT NEWTON METHOD FOR STRONGLY MONOTONE VARIATIONAL INEQUALITIES
- EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Strongly Regular Generalized Equations
- Iterative methods for variational and complementarity problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- The symmetric eigenvalue complementarity problem
- A modified BFGS method and its global convergence in nonconvex minimization
