A quadratically convergent scaling newton’s method for nonlinear complementarity problems

DOI10.1080/02331939508844071MaRDI QIDQ4836762zbMATH OpenOpenAlexFDO

Authors Bo Yu, Zhenghua Lin

Publication date 21 June 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939508844071

zbMATH Keywords

nonlinear complementarity problemsquadratic convergencescaling Newton's method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
• A new continuation method for complementarity problems with uniform P- functions
• A new polynomial-time algorithm for linear programming
• A polynomial-time algorithm for a class of linear complementarity problems
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• Equality and inequality constrained optimization algorithms with convergent stepsizes
• Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
• Homotopy Continuation Methods for Nonlinear Complementarity Problems
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3284926 (Why is no real title available?)
• On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems
• The Projective SUMT Method for Convex Programming

Cited in

(9)

• On the local convergence of quasi-Newton methods for nonlinear complementarity problems
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
• Newton-type methods for solving quasi-complementarity problems via sign-based equation
• scientific article; zbMATH DE number 6001321 (Why is no real title available?)
• scientific article; zbMATH DE number 706825 (Why is no real title available?)
• scientific article; zbMATH DE number 1506645 (Why is no real title available?)
• A quadratically convergent scaling newton’s method for nonlinear programming problems
• A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems
• A double nonmonotone quasi-Newton method for nonlinear complementarity problem based on piecewise NCP functions

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