Numerical comparisons of two effective methods for mixed complementarity problems

DOI10.1016/J.CAM.2010.01.004MaRDI QIDQ966077zbMATH OpenOpenAlexFDO

Authors Ching-Yu Yang, Jein-Shan Chen, Shaohua Pan

Publication date 27 April 2010

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.2010.01.004

zbMATH Keywords

MCPconvergence ratesemismooththe generalized FB function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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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 1487995 (Why is no real title available?)
• A Nonmonotone Line Search Technique for Newton’s Method
• A comparison of large scale mixed complementarity problem solvers
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• A nonsmooth version of Newton's method
• An inexact QP-based method for nonlinear complementarity problems
• Benchmarking optimization software with performance profiles.
• 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 Methods for Nonlinear Complementarity Problems
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• Nonsmooth Equations: Motivation and Algorithms
• 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
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Strictly feasible equation-based methods for mixed complementarity problems
• The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem

Cited in

(4)

• Symmetrization of generalized natural residual function for NCP
• A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs
• On the generalized fischer-burmeister merit function for the second-order cone complementarity problem
• Discovery of new complementarity functions for NCP and SOCCP

Describes a project that uses

Uses Software

• MCPLIB
• QPCOMP

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