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

DOI10.1007/S10589-015-9782-0MaRDI QIDQ5963679zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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Cited in

(20)

• 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
• Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
• A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
• A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
• Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results
• A quasi-Newton modified LP-Newton method
• Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions
• A globally convergent LP-Newton method
• scientific article; zbMATH DE number 7753410 (Why is no real title available?)
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• Critical solutions of nonlinear equations: local attraction for Newton-type methods
• Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
• scientific article; zbMATH DE number 706825 (Why is no real title available?)
• Isolated calmness of perturbation mappings and superlinear convergence of Newton-type methods
• 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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