A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution

DOI10.1080/10556780600627727MaRDI QIDQ5481687zbMATH OpenOpenAlexFDO

Authors Zhenghai Huang, Jie Sun

Publication date 10 August 2006

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780600627727

zbMATH Keywords

finite terminationlinear complementarity problemmaximally complementary solutionsmoothing methodsufficient matrix

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
• A note on quadratic convergence of a smoothing Newton algorithm for the LCP
• A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
• scientific article; zbMATH DE number 2146943
• scientific article; zbMATH DE number 2112997

Cites work

• A class of smoothing functions for nonlinear and mixed complementarity problems
• A comparison of large scale mixed complementarity problem solvers
• A Global and Local Superlinear Continuation-Smoothing Method forP₀andR₀NCP or Monotone NCP
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P₀LCPs
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A strongly polynomial rounding procedure yielding a maximally complementary solution for P_*() linear complementarity problems
• Approximations to Solutions to Systems of Linear Inequalities
• Error bounds in mathematical programming
• Finding an interior point in the optimal face of linear programs
• Identification of the optimal active set in a noninterior continuation method for LCP
• Improved smoothing-type methods for the solution of linear programs
• On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
• On smoothing methods for the \(P_{0}\) matrix linear complementarity problem
• On the finite convergence of interior-point algorithms for linear programming
• Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• Some continuity properties of polyhedral multifunctions
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
• Sufficient conditions on nonemptiness and boundedness of the solution set of the \(P_{0}\) function nonlinear complementarity problem
• The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
• The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function

Cited in

(14)

• Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem
• Smoothing Newton method for generalized complementarity problems based on a new smoothing function
• A note on quadratic convergence of a smoothing Newton algorithm for the LCP
• On sufficient properties of sufficient matrices
• On column competent matrices and linear complementarity problem
• A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
• A smoothing Newton algorithm for weighted linear complementarity problem
• An inexact smoothing method for the monotone complementarity problem over symmetric cones
• Finite termination of a Newton-type algorithm for a class of affine variational inequality problems
• Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem
• Convergence of a smoothing algorithm for horizontal linear complementarity problem with a nonmonotone line search
• Column sufficient tensors and tensor complementarity problems
• Convergence of a smoothing-type algorithm for the monotone affine variational inequality problem
• A revised cut-peak function method for box constrained continuous global optimization

This page was built for publication: A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5481687)