A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
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Publication:810375
DOI10.1007/BF01586928zbMATH Open0733.90063OpenAlexW2009885647MaRDI QIDQ810375FDOQ810375
Authors: Jong-Shi Pang 
Publication date: 1991
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01586928
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sequential quadratic programmingnonsmooth equationsnonlinear complementaritydamped Newton methodB-differentiable equationsglobally convergent, locally quadratically convergent algorithmNewton- type descent method
Nonlinear programming (90C30) Nonsmooth analysis (49J52) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)
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- A pathsearch damped Newton method for computing general equilibria
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- A nonsmooth Newton method for variational inequalities. I: Theory
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- A numerical algorithm for a Signorini problem associated with Maxwell-Norton materials by using generalized Newton's methods
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- New version of the Newton method for nonsmooth equations
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- NE/SQP: A robust algorithm for the nonlinear complementarity problem
- The quasi-Newton method of solution of convex variational inequalities with descent decomposition
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- The numerical study of a regularized smoothing Newton method for solving \(P_{0}\)-NCP based on the generalized smoothing Fischer-Burmeister function
- A new smoothing and regularization Newton method for \(P_{0}\)-NCP
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- A Newton collocation method for solving dynamic bargaining games
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