A smoothing-type algorithm for solving system of inequalities

DOI10.1016/j.cam.2007.08.024zbMath1148.65039OpenAlexW1976822288MaRDI QIDQ939536

Wei Wu, Zheng-Hai Huang, Ying Zhang

Publication date: 22 August 2008

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.2007.08.024

zbMATH Keywords

global convergencelocal quadratic convergencesmoothing-type algorithmsystem of inequalities

Mathematics Subject Classification ID

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

Related Items (28)

Unified smoothing functions for absolute value equation associated with second-order cone ⋮ A non-interior continuation algorithm for solving the convex feasibility problem ⋮ A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities ⋮ A fixed-point method for a class of super-large scale nonlinear complementarity problems ⋮ A regularized smoothing-type algorithm for solving a system of inequalities with a \(P_{0}\)-function ⋮ A non-monotone line search algorithm for unconstrained optimization ⋮ A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones ⋮ A full-Newton step non-interior continuation algorithm for a class of complementarity problems ⋮ Solvability of Newton equations in smoothing-type algorithms for the SOCCP ⋮ A non-interior continuation algorithm for the CP based on a generalized smoothing function ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems ⋮ A smoothing-type algorithm for solving inequalities under the order induced by a symmetric cone ⋮ A filter algorithm for nonlinear systems of equalities and inequalities ⋮ An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions ⋮ Numerical comparisons based on four smoothing functions for absolute value equation ⋮ Two smooth support vector machines for \(\varepsilon \)-insensitive regression ⋮ Extension of smoothing Newton algorithms to solve linear programming over symmetric cones ⋮ A smoothing Newton method for absolute value equation associated with second-order cone ⋮ A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search ⋮ Solving system of inequalities via a smoothing homotopy method ⋮ A matrix-free smoothing algorithm for large-scale support vector machines ⋮ A smoothing and regularization Broyden-like method for nonlinear inequalities ⋮ A regularization Newton method based on the generalized Fischer-Burmeister smoothing function for the NCP ⋮ A homotopy method for solving multilinear systems with strong completely positive tensors ⋮ A nonmonotone smoothing Newton method for system of nonlinear inequalities based on a new smoothing function ⋮ A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones ⋮ A smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A new noninterior continuation method for solving a system of equalities and inequalities

Cites Work

• A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
• On the solution of nonlinear inequalities in a finite number of iterations
• Solving nonlinear inequalities in a finite number of iterations
• Newton's method for nonlinear inequalities
• Existence and limiting behavior of trajectories associated with \({\mathbf P}_0\)-equations
• Improved smoothing-type methods for the solution of linear programs
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Non-interior continuation methods for solving semidefinite complementarity problems
• Locating a maximally complementary solution of the monotone NCP by using non-interior-point smoothing algorithms
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties
• The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
• A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Global and Local Superlinear Continuation-Smoothing Method forP₀andR₀NCP or Monotone NCP
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• The global linear and local quadratic convergence of a non-interior continuation algorithm for the LCP

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