A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function

DOI10.1007/S11075-011-9471-8MaRDI QIDQ652335zbMATH OpenOpenAlexFDO

Authors Jianguang Zhu, Hongwei Liu, Changhe Liu, Weijie Cong

Publication date 14 December 2011

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-011-9471-8

zbMATH Keywords

nonlinear complementarity problemmodified Fischer-Burmeister functionnon-monoton derivative-free 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

• scientific article; zbMATH DE number 1766748 (Why is no real title available?)
• scientific article; zbMATH DE number 1569004 (Why is no real title available?)
• A Nonmonotone Line Search Technique for Newton’s Method
• A comparison of large scale mixed complementarity problem solvers
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A linearly convergent derivative-free descent method for strongly monotone complementarity problems
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• A penalized Fischer-Burmeister NCP-function
• An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
• Equivalence of the Complementarity Problem to a System of Nonlinear Equations
• Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• On the resolution of monotone complementarity problems
• Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Unconstrained minimization approaches to nonlinear complementarity problems

Cited in

(6)

• A modified multivariate spectral gradient projection method for nonlinear complementarity problems
• An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
• Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function
• Some results on the filter method for nonlinear complementary problems
• Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm
• Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems

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Uses Software

• MCPLIB

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