An R-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function

DOI10.1016/J.CAM.2009.06.022MaRDI QIDQ843152zbMATH OpenOpenAlexFDO

Authors Jein-Shan Chen, Hung-Ta Gao, Shaohua Pan

Publication date 29 September 2009

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.2009.06.022

zbMATH Keywords

numerical examplesnonlinear complementarity problemconvergence rateFischer-Burmeister functionglobal error boundmerit function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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Cited in

(23)

• Symmetrization of generalized natural residual function for NCP
• Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
• Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions
• A new active-set strategy for NCP with degenerate solutions
• Geometric views of the generalized fischer-burmeister function and its induced merit function
• scientific article; zbMATH DE number 1569004 (Why is no real title available?)
• A new class of penalized NCP-functions and its properties
• A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions
• On the generalized fischer-burmeister merit function for the second-order cone complementarity problem
• A non-interior continuation algorithm for the CP based on a generalized smoothing function
• A neural network based on the generalized Fischer-Burmeister function for nonlinear complementarity problems
• Neural networks for solving second-order cone constrained variational inequality problem
• Some results on the filter method for nonlinear complementary problems
• Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm
• A continuation approach for solving binary quadratic program based on a class of NCP-functions
• A linearly convergent derivative-free descent method for the second-order cone complementarity problem
• A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer-Burmeister merit function
• An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
• The linear convergence of a derivative-free descent method for nonlinear complementarity problems
• An \(R\)-linearly convergent nonmonotone derivative-free method for symmetric cone complementarity problems
• Discovery of new complementarity functions for NCP and SOCCP

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