Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems

global convergence quadratic convergence complementarity problems filter method trust region methods semismooth functions nonlinear least squares reformulation Cauchy step

Mathematics Subject Classification ID

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

Cites Work

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A globally convergent primal-dual interior-point filter method for nonlinear programming
Computing a Trust Region Step
A nonsmooth version of Newton's method
Optimization and nonsmooth analysis
Strongly Regular Generalized Equations
Trust Region Methods
Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
Finite-Dimensional Variational Inequalities and Complementarity Problems
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
A semismooth equation approach to the solution of nonlinear complementarity problems
On the Global Convergence of a Filter--SQP Algorithm
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
Nonlinear programming without a penalty function.
On NCP-functions
Solution of monotone complementarity problems with locally Lipschitzian functions
A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
A special newton-type optimization method
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
A new class of semismooth Newton-type methods for nonlinear complementarity problems
On the superlinear local convergence of a filter-SQP method
A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
Feasible descent algorithms for mixed complementarity problems
Strictly feasible equation-based methods for mixed complementarity problems
Global Convergence of Trust-region Interior-point Algorithms for Infinite-dimensional Nonconvex Minimization Subject to Pointwise Bounds
On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
Nonsmooth Equations: Motivation and Algorithms
On a semismooth least squares formulation of complementarity problems with gap reduction
Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
A Trust Region Method for Solving Generalized Complementarity Problems

Cited In (16)

A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs
Numerical comparisons of two effective methods for mixed complementarity problems
An efficient algorithm for solving supply chain network equilibria and equivalent supernetwork based traffic network equilibria
A locally convergent inexact projected Levenberg-Marquardt-type algorithm for large-scale constrained nonsmooth equations
A trust-region approach with novel filter adaptive radius for system of nonlinear equations
Solving nearly-separable quadratic optimization problems as nonsmooth equations
Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
The Levenberg-Marquardt method: an overview of modern convergence theories and more
A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods
Exact penalties for variational inequalities with applications to nonlinear complementarity problems
A feasible decomposition method for constrained equations and its application to complementarity problems
On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
Trust-region method for box-constrained semismooth equations and its applications to complementary problems
Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
MINQ8: general definite and bound constrained indefinite quadratic programming
A kind of stochastic eigenvalue complementarity problems

Uses Software

levmar
MINQ
PATH Solver
GQTPAR
MCPLIB

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