A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems

From MaRDI portal
Publication:4702248

DOI10.1137/S0895479897329837zbMath1017.90114OpenAlexW2066977799MaRDI QIDQ4702248

Hou-Duo Qi, Li-Zhi Liao

Publication date: 24 November 1999

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479897329837




Related Items

Global linear and quadratic one-step smoothing Newton method for vertical linear complementarity problemsProjected splitting methods for vertical linear complementarity problemsA generalized complementarity approach to solving real option problemsA SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problemGlobal convergence of a smooth approximation method for mathematical programs with complementarity constraintsA modulus-based formulation for the vertical linear complementarity problemA new kind of modulus-based matrix splitting methods for vertical linear complementarity problemsUn algoritmo Newton inexacto para complementariedad horizontalOn almost smooth functions and piecewise smooth functionsA smoothing SAA method for a stochastic mathematical program with complementarity constraints.A modulus-based matrix splitting method for the vertical nonlinear complementarity problemRelaxation modulus-based matrix splitting iteration method for vertical linear complementarity problemConvergence analysis of projected SOR iteration method for a class of vertical linear complementarity problemsThe inexact log-exponential regularization method for mathematical programs with vertical complementarity constraintsA power penalty method for discrete HJB equationsGeneralized multilinear games and vertical tensor complementarity problemsExistence of the least element solution of the vertical block \(Z\)-tensor complementarity problemQuadratic one-step smoothing Newton method for \(P_{0}\)-LCP without strict complementarity.Global error bounds for the extended vertical LCPA network of options: evaluating complex interdependent decisions under uncertaintyA sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraintsOn the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCPA smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line searchSmooth convex approximation to the maximum eigenvalue functionSmoothing methods for nonsmooth, nonconvex minimizationNew multiplier method for solving linear complementarity problemsA primal-dual algorithm for minimizing a sum of Euclidean normsA block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrixA partially smoothing Jacobian method for nonlinear complementarity problems with \(P_0\) functionOn the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems