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

DOI10.1080/10556780600627727zbMATH Open1113.90158OpenAlexW1973443234MaRDI QIDQ5481687FDOQ5481687

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

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zbMATH Keywords

linear complementarity problemsufficient matrixsmoothing methodfinite terminationmaximally complementary solution

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (13)

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

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