An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)
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Cites work
- scientific article; zbMATH DE number 1694914 (Why is no real title available?)
- scientific article; zbMATH DE number 4082855 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization
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- A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
- A framework for analyzing local convergence properties with applications to proximal-point algorithms
- A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
- A nonsmooth version of Newton's method
- A simply constrained optimization reformulation of KKT systems arising from variational inequalities
- A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods
- Active Set Identification in Nonlinear Programming
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- Asymptotic Convergence Analysis of the Proximal Point Algorithm
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- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
Cited in
(60)- Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
- New generalized derivatives for solving variational inequalities using the nonsmooth Newton methods
- Analyzing the Influence of Agents in Trust Networks: Applying Nonsmooth Eigensensitivity Theory to a Graph Centrality Problem
- A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity
- On local behavior of Newton-type methods near critical solutions of constrained equations
- The Levenberg-Marquardt method: an overview of modern convergence theories and more
- Generalized derivatives of optimal-value functions with parameterized convex programs embedded
- Determining key parameters in riots using lexicographic directional differentiation
- A new error bound result for generalized Nash equilibrium problems and its algorithmic application
- On error bounds and Newton-type methods for generalized Nash equilibrium problems
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
- Generalized sensitivity analysis of nonlinear programs
- A special complementarity function revisited
- Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
- Nonsmooth DAEs with applications in modeling phase changes
- A regularized smoothing Newton-type algorithm for quasi-variational inequalities
- Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
- Nonsingularity and stationarity results for quasi-variational inequalities
- Theory of index-one nonlinear complementarity systems
- Lexicographic derivatives of nonsmooth glucose-insulin kinetics under normal and artificial pancreatic responses
- The semismooth Newton method for the solution of quasi-variational inequalities
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- Nonsmooth Hessenberg differential-algebraic equations
- On the local and superlinear convergence of a secant modified linear-programming-Newton method
- A stabilized SQP method: superlinear convergence
- A new semismooth Newton method for solving finite-dimensional quasi-variational inequalities
- An inexact Newton-like conditional gradient method for constrained nonlinear systems
- Directional metric pseudo subregularity of set-valued mappings: a general model
- A globally convergent LP-Newton method
- Generalized derivatives of eigenvalues of a symmetric matrix
- Multi-objective optimization of multi-microgrid power dispatch under uncertainties using interval optimization
- Newton-type methods near critical solutions of piecewise smooth nonlinear equations
- Unit stepsize for the Newton method close to critical solutions
- A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
- A smooth Newton method for nonlinear programming problems with inequality constraints
- Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations
- A quasi-Newton modified LP-Newton method
- Generalized derivatives of differential-algebraic equations
- Generalized sensitivity analysis of nonlinear programs using a sequence of quadratic programs
- Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions
- Augmented Lagrangian methods for convex matrix optimization problems
- A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
- A vector forward mode of automatic differentiation for generalized derivative evaluation
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme
- 2-factor Newton method for solving constrained optimization problems with a degenerate Kuhn-Tucker system
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
- Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
- Computationally relevant generalized derivatives: theory, evaluation and applications
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems
- Improved error bound and a hybrid method for generalized Nash equilibrium problems
- Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity
- Adjusting dual iterates in the presence of critical Lagrange multipliers
- An affine scaling interior Levenberg-Marquardt method for KKT systems
- Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
- Generalized derivatives of computer programs
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