The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

DOI10.1007/S10898-006-9027-YzbMATH Open1144.90493OpenAlexW2135728877MaRDI QIDQ858580FDOQ858580

Authors: Jein-Shan Chen 

Publication date: 11 January 2007

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-006-9027-y

Recommendations

• Merit functions for nonsmooth complementarity problems and related descent algorithms
• Properties of a family of merit functions and a merit function method for the NCP
• scientific article; zbMATH DE number 1059228
• A descent Newton method for solving nonlinear complementarity problem with \(P_0\)-function
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm

zbMATH Keywords

ComplementarityDescent methodMerit functionSemismooth function

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Variational Analysis
• Convex Analysis
• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Engineering and Economic Applications of Complementarity Problems
• Iterative Solution of Nonlinear Equations in Several Variables
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• On NCP-functions
• Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• On the resolution of monotone complementarity problems
• On stationary points of the implicit Lagrangian for nonlinear complementarity problems
• Nonlinear complementarity as unconstrained optimization
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A special newton-type optimization method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convex analysis and nonlinear optimization. Theory and examples
• Semismooth Matrix-Valued Functions
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems

Cited In (35)

• Symmetrization of generalized natural residual function for NCP
• An almost smooth equation reformulation to the nonlinear complementarity problem and Newton's method
• A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs
• Numerical comparisons of two effective methods for mixed complementarity problems
• Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions
• Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
• A regularization Newton method based on the generalized Fischer-Burmeister smoothing function for the NCP
• Geometric views of the generalized fischer-burmeister function and its induced merit function
• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• Inexact Newton method for solving generalized Nash equilibrium problems
• 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
• An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• Smoothing algorithms for complementarity problems over symmetric cones
• A sequential ADMM algorithm to find sparse LCP solutions using a \(l_2-l_1\) regularization technique with application in bimatrix game
• A new class of smoothing functions and a smoothing Newton method for complementarity problems
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• Perspective functions: properties, constructions, and examples
• A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions
• A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs
• Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem
• The \(H\)-differentiability and calmness of circular cone functions
• A neural network based on the generalized Fischer-Burmeister function for nonlinear complementarity problems
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Neural networks for solving second-order cone constrained variational inequality problem
• Some results on the filter method for nonlinear complementary problems
• A continuation approach for solving binary quadratic program based on a class of NCP-functions
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A smoothing Newton method for absolute value equation associated with second-order cone
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• 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
• Discovery of new complementarity functions for NCP and SOCCP
• Compressed sensing based on trust region method

This page was built for publication: The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q858580)