A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP

DOI10.1080/00207160.2017.1296140zbMath1390.90534OpenAlexW2588267662MaRDI QIDQ4641578

Li Dong, Xinyu Song, Jingyong Tang

Publication date: 17 May 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2017.1296140

zbMATH Keywords

inexact Newton methodnon-interior continuation methodnon-monotone line searchquadratical convergencelinear weighted 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)

Related Items

A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems ⋮ A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS

Uses Software

• SCCP

Cites Work

• A smoothing Newton algorithm for weighted linear complementarity problem
• A full-Newton step non-interior continuation algorithm for a class of complementarity problems
• Convergence of a non-interior continuation algorithm for the monotone SCCP
• A non-interior continuation algorithm for the CP based on a generalized smoothing function
• Inexact non-interior continuation method for monotone semidefinite complementarity problems
• Analysis of a non-interior continuation method for second-order cone programming
• Non-interior continuation methods for solving semidefinite complementarity problems
• Non-interior continuation method for solving the monotone semidefinite complementarity problem
• One-step quadratic convergence of noninterior continuation method for NCP
• A non-interior continuation algorithm for solving the convex feasibility problem
• A new noninterior continuation method for solving a system of equalities and inequalities
• Optimization and nonsmooth analysis
• Weighted Complementarity Problems---A New Paradigm for Computing Equilibria
• Interior-point algorithms for a generalization of linear programming and weighted centring
• The global linear and local quadratic convergence of a non-interior continuation algorithm for the LCP