A non-interior continuation algorithm for the CP based on a generalized smoothing function

DOI10.1016/J.CAM.2010.10.027MaRDI QIDQ629488zbMATHOpenAlexFDO

Authors Li-Yong Lu, Wei-Zhe Gu

Publication date 9 March 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.10.027

zbMATH Keywords

numerical resultsalgorithmcomplementarity problemlocal quadratic convergenceglobal linear convergencenon-interior continuation algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

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• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A comparison of large scale mixed complementarity problem solvers
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Cited in

(5)

• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A full-Newton step non-interior continuation algorithm for a class of complementarity problems
• scientific article; zbMATH DE number 2154047 (Why is no real title available?)
• A non-interior continuation method for generalized linear complementarity problems
• A fixed-point method for a class of super-large scale nonlinear complementarity problems

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