An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities

DOI10.1007/S11075-014-9922-0MaRDI QIDQ494664zbMATH OpenOpenAlexFDO

Authors Jia Wu, Liwei Zhang, Yi Zhang

Publication date 1 September 2015

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-014-9922-0

zbMATH Keywords

numerical resultoptimality conditionspreconditionerconjugate gradient methodquasi-variational inequalitiesquadratic convergenceinexact Newton methodstrongly BD-regularitysystem of nonsmooth equations

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Variational inequalities (49J40) Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

• scientific article; zbMATH DE number 1552023 (Why is no real title available?)
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Cited in

(6)

• A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities
• Inexact Newton method for solving generalized Nash equilibrium problems
• A short state of the art on multi-leader-follower games
• Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization
• Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
• A primal nonsmooth reformulation for bilevel optimization problems

Describes a project that uses

Uses Software

• MacMPEC
• OPECgen

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