Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones

Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
A nonsmooth version of Newton's method
Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
Finite-Dimensional Variational Inequalities and Complementarity Problems
Circular cone convexity and some inequalities associated with circular cones
Primal-dual interior-point algorithms for convex quadratic circular cone optimization
Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity
Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
Smoothing functions for second-order-cone complementarity problems
Inexact Newton Methods
A regularized smoothing Newton method for solving the symmetric cone complementarity problem
Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
Smoothing algorithms for complementarity problems over symmetric cones
A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
Constructions of complementarity functions and merit functions for circular cone complementarity problem
A one-parametric class of merit functions for the second-order cone complementarity problem
Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
A generalized smoothing Newton method for the symmetric cone complementarity problem
A smoothing Newton method for symmetric cone complementarity problems
A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems
A generalized Newton method for absolute value equations associated with circular cones
A polynomial-time interior-point method for circular cone programming based on kernel functions
A path following interior-point method for linear complementarity problems over circular cones
The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
Smoothing Newton algorithm for the circular cone programming with a nonmonotone line search
Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
An infeasible full NT-step interior point method for circular optimization
Parabolic second-order directional differentiability in the Hadamard sense of the vector-valued functions associated with circular cones
A nonmonotone smoothing Newton method for circular cone programming
Variational analysis of circular cone programs
The Jordan algebraic structure of the circular cone

Cited In (3)

Smoothing Newton algorithm for the circular cone programming with a nonmonotone line search
A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems

Uses Software

SCCP

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