Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions

DOI10.1007/S10589-015-9782-0zbMATH Open1360.90247OpenAlexW2209824757MaRDI QIDQ5963679FDOQ5963679

Authors: Andreas Fischer, Markus Herrich, A. F. Izmailov, M. V. Solodov 

Publication date: 23 February 2016

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-015-9782-0

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zbMATH Keywords

Levenberg-Marquardt methoderror boundgeneralized Nash equilibrium problemcomplementarity conditionKKT systemLP-Newton method

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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• Title not available (Why is that?)
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• EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
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• Relation between the constant rank and the relaxed constant rank constraint qualifications
• Sensitivity Analysis for Nonlinear Programs and Variational Inequalities with Nonunique Multipliers
• Improved error bound and a hybrid method for generalized Nash equilibrium problems

Cited In (19)

• A special complementarity function revisited
• Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions
• On the local and superlinear convergence of a secant modified linear-programming-Newton method
• A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
• Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
• A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
• A quasi-Newton modified LP-Newton method
• Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results
• Title not available (Why is that?)
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• A globally convergent LP-Newton method
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• Critical solutions of nonlinear equations: local attraction for Newton-type methods
• Error bounds, metric subregularity and stability in Generalized Nash Equilibrium Problems with nonsmooth payoff functions
• Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
• Title not available (Why is that?)
• Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
• Continuous Variable Neighborhood Search (C-VNS) for Solving Systems of Nonlinear Equations
• Newton-type methods near critical solutions of piecewise smooth nonlinear equations

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