Global Convergence Properties of Some Iterative Methods for Linear Complementarity Problems

DOI10.1137/0806019MaRDI QIDQ4884040zbMATH OpenOpenAlexFDO

Authors Christian Kanzow

Publication date 26 September 1996

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0806019

zbMATH Keywords

global convergenceNewton's methodlinear complementarityrandomly generated problems

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(40)

• An SQP method for general nonlinear complementarity problems
• Newton's method for linear complementarity problems
• Improved smoothing Newton methods for \(P_0\) nonlinear complementarity problems
• A nonmonotone Levenberg-Marquardt method for nonlinear complementarity problems under local error bound
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• On the convergence of an iterative method for solving linear complementarity problem with WGPSBD matrix
• The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function
• A new smoothing and regularization Newton method for \(P_{0}\)-NCP
• Growth behavior of two classes of merit functions for symmetric cone complementarity problems
• Globally convergent algorithms for semidefinite complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• An infeasible-start path-following method for monotone LCPs
• On convergence of a smoothing Broyden-like method for P₀-NCP
• A modified feasible semi-smooth asymptotically Newton method for nonlinear complementarity problems
• Some aspects of feasibility and solvability for cone linear complementarity problems
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• On the resolution of monotone complementarity problems
• Iterative entropy method for linear complementarity problem
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Superlinear/quadratic smoothing Broyden-like method for the generalized nonlinear complementarity problem
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• More results on the convergence of iterative methods for the symmetric linear complementarity problem
• Nonmonotone smoothing Broyden-like method for generalized nonlinear complementarity problems
• Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Fixed point iterative algorithm for solving LCP
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function
• A smoothing Broyden-like method with a nonmonotone derivative-free line search for nonlinear complementarity problems
• On finite termination of an iterative method for linear complementarity problems
• A new smoothing Broyden-like method for solving nonlinear complementarity problem with a \(P_{0}\)-function
• A globally and superlinearly convergent smoothing Broyden-like method for solving nonlinear complementarity problem
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• Local uniqueness of solutions to the extended linear complementarity problem
• Iterative algorithms for the linear complementarity problem
• A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems
• On the finite convergence of Newton-type methods for \(P_{0}\) affine variational inequalities
• A global \(\mathbb{R}\)-linear convergence algorithm for the generalized linear complementarity problem over a closed convex cone
• Quasi-Newton methods with derivatives
• A new approach to continuation methods for complementarity problems with uniform P-functions
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques

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