A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs

DOI10.1016/J.NA.2010.01.012MaRDI QIDQ960900zbMATH OpenOpenAlexFDO

Authors Tzu-Ching Lin, Jein-Shan Chen, Shaohua Pan

Publication date 29 March 2010

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2010.01.012

zbMATH Keywords

convergence ratemixed complementarity problemsmoothing approximationthe generalized FB function

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A regularization Newton method based on the generalized Fischer-Burmeister smoothing function for the NCP
• A smoothing trust region method for NCPS based on the smoothing generalized Fischer-Burmeister function
• A new modified one-step smoothing Newton method for solving the general mixed complementarity problem
• A nonmonotone smoothing Newton method for complementarity problems
• One-step smoothing Newton method for solving the mixed complementarity problem with a \(P_{0}\) function

Cites work

• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 1059222 (Why is no real title available?)
• scientific article; zbMATH DE number 1487995 (Why is no real title available?)
• scientific article; zbMATH DE number 1766748 (Why is no real title available?)
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A class of smoothing functions for nonlinear and mixed complementarity problems
• A comparison of large scale mixed complementarity problem solvers
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A nonsmooth version of Newton's method
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• A special newton-type optimization method
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Engineering and Economic Applications of Complementarity Problems
• Feasible descent algorithms for mixed complementarity problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Numerical comparisons of two effective methods for mixed complementarity problems
• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• On a semismooth least squares formulation of complementarity problems with gap reduction
• Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

Cited in

(12)

• Symmetrization of generalized natural residual function for NCP
• Numerical comparisons of two effective methods for mixed complementarity problems
• What is the generalization of natural residual function for NCP?
• A tri-dimensional filter SQP algorithm for variational inequality problems
• A smoothing Newton method based on the modulus equation for a class of weakly nonlinear complementarity problems
• An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions
• Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
• A non-interior continuation algorithm for the CP based on a generalized smoothing function
• The Jacobian consistency of a one-parametric class of smoothing functions for SOCCP
• Positivity preserving limiters for time-implicit higher order accurate discontinuous Galerkin discretizations
• A smoothing Newton method for absolute value equation associated with second-order cone
• Discovery of new complementarity functions for NCP and SOCCP

Describes a project that uses

Uses Software

• MCPLIB
• QPCOMP

This page was built for publication: A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q960900)