Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems

DOI10.1155/2020/2539196MaRDI QIDQ779502zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 13 July 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/2539196

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Filter-Trust-Region Method for Unconstrained Optimization
• A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques
• A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
• A filter method for solving nonlinear complementarity problems
• A filter-trust-region method for simple-bound constrained optimization
• A kind of nonmonotone filter method for nonlinear complementarity problem
• A modified SQP-filter method for nonlinear complementarity problem
• A new homotopy method for nonlinear complementarity problems
• A new smoothing method for solving nonlinear complementarity problems
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A power penalty approach to a nonlinear complementarity problem
• A projection-filter method for solving nonlinear complementarity problems
• A smoothing Levenberg-Marquardt method for NCP
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
• A trust-region SQP method without a penalty or a filter for nonlinear programming
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• Accelerated modulus-based matrix splitting iteration methods for a restricted class of nonlinear complementarity problems
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• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• Improved convergence theorems of modulus-based matrix splitting iteration method for nonlinear complementarity problems of H-matrices
• Inexact trust region method for large sparse systems of nonlinear equations
• Jacobian Smoothing Methods for Nonlinear Complementarity Problems
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• New constrained optimization reformulation of complementarity problems
• Nonlinear complementarity as unconstrained and constrained minimization
• Nonlinear programming without a penalty function.
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• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
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• Smoothing Levenberg-Marquardt method for general nonlinear complementarity problems under local error bound
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• Synchronization of bidirectional \(N\)-coupled fractional-order chaotic systems with ring connection based on antisymmetric structure
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• Trust Region Methods
• Two-step modulus-based matrix splitting iteration method for a class of nonlinear complementarity problems
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications

Cited in

(6)

• A tri-dimensional filter SQP algorithm for variational inequality problems
• A filter method for solving nonlinear complementarity problems
• A trust region-SQP-filter algorithm for solving nonlinear complementarity problem
• Trust region algorithm for a class of nonlinear complementarity problem
• A smoothing conic trust region filter method for the nonlinear complementarity problem
• A filter interior-point algorithm for nonlinear complementarity problems

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