Some Noninterior Continuation Methods for Linear Complementarity Problems

From MaRDI portal
Publication:4717296

DOI10.1137/S0895479894273134zbMath0868.90123OpenAlexW2051269616MaRDI QIDQ4717296

Christian Kanzow

Publication date: 1 December 1996

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

Full work available at URL: https://doi.org/10.1137/s0895479894273134



Related Items

An efficient inexact Newton-CG algorithm for the smallest enclosing ball problem of large dimensions, An almost smooth equation reformulation to the nonlinear complementarity problem and Newton's method, A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities, A filter method for solving nonlinear complementarity problems based on derivative-free line search, Analysis on the smoothing method for the \(P\)-linear complementarity systems, Compressed sensing based on trust region method, A fast algorithm for solving a class of the linear complementarity problem in a finite number of steps, An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options, A complementarity model and algorithm for multi-commodity flow supply chain network equilibrium with random demands, Parallel solution of optimal control problems using the graphics processing unit, A sub-additive DC approach to the complementarity problem, Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation, Mathematical programming approaches for the safety assessment of semirigid elastoplastic frames, Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization, A dynamic model to solve weighted linear complementarity problems, The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities, Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions, A Newton-type algorithm for the tensor eigenvalue complementarity problem and some applications, A smoothing inexact Newton method for variational inequality problems, Smoothing method for mathematical programs with symmetric cone complementarity constraints, A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints, Extension of smoothing functions to symmetric cone complementarity problems, A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata, A constrained non-linear system approach for the solution of an extended limit analysis problem, The asymptotic Browder Hartman Stampacchia condition and interior bands of \(\varepsilon\)-solutions for nonlinear complementarity problems, The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem, Homotopy method for solving variational inequalities with bounded box constraints, On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints, A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties, Superlinear noninterior one-step continuation method for monotone LCP in the absence of strict complementarity., Verification for existence of solutions of linear complementarity problems, A continuation method for linear complementarity problems withP0matrix, An efficient algorithm for second-order cone linear complementarity problems, Minimum mean-squared deviation method for stochastic complementarity problems, Solving variational inequality problems via smoothing-nonsmooth reformulations, A smoothing Gauss-Newton method for the generalized HLCP, Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem, Smoothing-type algorithm for solving linear programs by using an augmented complementarity problem, Parameter identification of quasibrittle materials as a mathematical program with equilibrium constraints, FINITE DIFFERENCE SMOOTHING SOLUTIONS OF NONSMOOTH CONSTRAINED OPTIMAL CONTROL PROBLEMS, A smoothing heuristic for a bilevel pricing problem, Complexity of a noninterior path-following method for the linear complementarity problem, Convergence of a non-interior smoothing method for variational inequality problems, A smoothing and regularization Broyden-like method for nonlinear inequalities, Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects, Jacobian smoothing Brown's method for NCP, Improving the convergence of non-interior point algorithms for nonlinear complementarity problems, A smoothing homotopy method for solving variational inequalities, Optimal control problems with control complementarity constraints: existence results, optimality conditions, and a penalty method, A new smoothing quasi-Newton method for nonlinear complementarity problems, A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution, Unnamed Item, A smoothing least square method for nonlinear complementarity problem, A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem, A new homotopy method for solving non-linear complementarity problems, An improvement on the global error bound estimation for ELCP and its applications, The convex and monotone functions associated with second-order cone, An application of anisotropic regularization to the existence of weak Pareto minimal points, Semi-smooth Newton methods for nonlinear complementarity formulation of compositional two-phase flow in porous media, A new active-set strategy for NCP with degenerate solutions, Smooth formulation for isothermal compositional simulation with improved nonlinear convergence, A regularized smoothing Newton-type algorithm for quasi-variational inequalities, A canonical duality approach for the solution of affine quasi-variational inequalities, A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets, Sensitivity-analysis methods for nonsmooth multibody systems with contact and friction, An efficient algorithm for the smallest enclosing ball problem in high dimensions, An entropic regularization approach for mathematical programs with equilibrium constraints, Non-interior smoothing algorithm for frictional contact problems, A fixed-point method for a class of super-large scale nonlinear complementarity problems, Smoothing Newton method for generalized complementarity problems based on a new smoothing function, Analysis of a smoothing method for symmetric conic linear programming, A modified damped Newton method for linear complementarity problems, An adaptive mesh refinement method for indirectly solving optimal control problems, A symplectic sequence iteration approach for nonlinear optimal control problems with state-control constraints, A new filter method for solving nonlinear complementarity problems, A new approach to continuation methods for complementarity problems with uniform \(P\)-functions, A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem, A class of smoothing methods for mathematical programs with complementarity constraints, An \((m+1)\)-step iterative method of convergence order \((m+2)\) for linear complementarity problems. An \((m+1)\)-step iterative method for LCPs, Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems, Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity, Optimal control formulation for complementarity dynamical systems, A cosh-based smoothing Newton method for \(P_{0}\) nonlinear complementarity problem, Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem, A full-Newton step non-interior continuation algorithm for a class of complementarity problems, A non-interior continuation algorithm for the CP based on a generalized smoothing function, Quadratic one-step smoothing Newton method for \(P_{0}\)-LCP without strict complementarity., A smoothing inexact Newton method for \(P_0\) nonlinear complementarity problem, Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function, The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function, A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems, A non-interior implicit smoothing approach to complementarity problems for frictionless contacts, Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints, A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay, A new smoothing Broyden-like method for solving nonlinear complementarity problem with a \(P_{0}\)-function, A continuous trust-region-type method for solving nonlinear semidefinite complementarity problem, Nonnegative inverse eigenvalue problems with partial eigendata, A smoothing method for solving bilevel multiobjective programming problems, Gradient consistency for integral-convolution smoothing functions, Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements, Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems, Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints, A comparison of solution approaches for the numerical treatment of or-constrained optimization problems, A quasisecant method for solving a system of nonsmooth equations, A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems, A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs, Inexact non-interior continuation method for monotone semidefinite complementarity problems, Smoothing Levenberg-Marquardt method for general nonlinear complementarity problems under local error bound, A smoothing Levenberg-Marquardt method for the extended linear complementarity problem, Towards the simulation of selective laser melting processes via phase transformation models, Smoothing algorithms for complementarity problems over symmetric cones, Some non-interior path-following methods based on a scaled central path for linear complementarity problems, Smoothing functions and smoothing Newton method for complementarity and variational inequality problems, A new hybrid method for nonlinear complementarity problems, Predictor-corrector smoothing methods for monotone LCP, A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems, A new smoothing and regularization Newton method for \(P_{0}\)-NCP, Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions, A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search, Solving mathematical programs with fuzzy equilibrium constraints, Smoothing methods for nonsmooth, nonconvex minimization, Solving variational inequalities by a modified projection method with an effective step-size, New multiplier method for solving linear complementarity problems, Smoothing Newton method for NCP with the identification of degenerate indices, A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem, A matrix-free smoothing algorithm for large-scale support vector machines, Gauss-Newton-type methods for bilevel optimization, Computational methods for elastoplasticity: an overview of conventional and \textit{less-conventional} approaches, Convexification method for bilevel programs with a nonconvex Follower's problem, Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints, Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets, Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines, A smoothing conic trust region filter method for the nonlinear complementarity problem, The convergence of a smoothing damped Gauss-Newton method for nonlinear complementarity problem, Globally convergent Jacobian smoothing inexact Newton methods for NCP, A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems, An open-source unconstrained stress updating algorithm for the modified Cam-clay model, A new class of neural networks for NCPs using smooth perturbations of the natural residual function, A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones, A continuation method for (strongly) monotone variational inequalities, A smoothing Newton method with a mixed line search for monotone weighted complementarity problems, Inexact non-interior continuation method for solving large-scale monotone SDCP, A new smoothing method for solving nonlinear complementarity problems, A new noninterior continuation method for solving a system of equalities and inequalities, Real-time pricing method for smart grid based on social welfare maximization model, A smoothing Newton method preserving nonnegativity for solving tensor complementarity problems with \(P_0\) mappings, A neural network for the linear complementarity problem, Method of alternating projections for the general absolute value equation, On the equivalence of linear complementarity problems, An interior point parameterized central path following algorithm for linearly constrained convex programming, Sufficient conditions on nonemptiness and boundedness of the solution set of the \(P_{0}\) function nonlinear complementarity problem, A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints, A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints, A smoothing Newton method for symmetric cone complementarity problem, The non-interior continuation methods for solving the \(P_0\) function nonlinear complementarity problem, Continuation method for nonlinear complementarity problems via normal maps, A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints