A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
From MaRDI portal
Publication:5317504
DOI10.1137/S105262340343590XzbMath1077.90064MaRDI QIDQ5317504
A. N. Daryina, Alexey F. Izmailov, Mikhail V. Solodov
Publication date: 16 September 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Related Items (23)
A new active-set strategy for NCP with degenerate solutions ⋮ On the Newton-type method with admissible trajectories for mixed complementarity problems ⋮ An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering ⋮ An interior point algorithm for mixed complementarity nonlinear problems ⋮ On regularity conditions for complementarity problems ⋮ Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method ⋮ On the cost of solving augmented Lagrangian subproblems ⋮ An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints ⋮ Stabilized SQP revisited ⋮ A globally and superlinearly convergent quasi-Newton method for general box constrained variational inequalities without smoothing approximation ⋮ A penalty method for a mixed nonlinear complementarity problem ⋮ A penalty approach to a discretized double obstacle problem with derivative constraints ⋮ A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points ⋮ Smoothing Newton method for operator equations in Banach spaces ⋮ An accelerated Newton method for equations with semismooth jacobians and nonlinear complementarity problems ⋮ On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems ⋮ Smoothing Newton method for NCP with the identification of degenerate indices ⋮ An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem ⋮ On error bounds and Newton-type methods for generalized Nash equilibrium problems ⋮ A penalty method for a finite-dimensional obstacle problem with derivative constraints ⋮ Convergence analysis of a projection algorithm for variational inequality problems ⋮ Components identification based method for box constrained variational inequality problems with almost linear functions ⋮ A power penalty approach to a discretized obstacle problem with nonlinear constraints
This page was built for publication: A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
