Smoothing Newton method for NCP with the identification of degenerate indices

DOI10.1016/J.CAM.2010.05.004MaRDI QIDQ989148zbMATH OpenOpenAlexFDO

Authors Haodong Yu, Dingguo Pu

Publication date 27 August 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.2010.05.004

zbMATH Keywords

numerical examplesglobal convergencenonlinear complementarity problemsdegenerate indicesactive set strategysmoothing methodslocal superlinear convergenceleast square approachreduced Gauss-Newton algorithm for semi-smooth functionssmoothing NCP-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 solutions of ill-posed problems in abstract spaces; regularization (65J20)

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Cites work

• A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• A QP-free constrained Newton-type method for variational inequality problems
• A feasible semismooth asymptotically Newton method for mixed complementarity problems
• A penalized Fischer-Burmeister NCP-function
• A reduction method for variational inequalities
• A regularization Newton method for solving nonlinear complementarity problems
• A semismooth equation approach to the solution of nonlinear complementarity problems
• A smoothing Levenberg-Marquardt method for NCP
• A smoothing Levenberg-Marquardt method for the extended linear complementarity problem
• A smoothing Newton method for general nonlinear complementarity problems
• A smoothing conic trust region filter method for the nonlinear complementarity problem
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• On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm
• Regular pseudo-smooth NCP and BVIP functions and globally and quadratically convergent generalized Newton methods for complementarity and variational inequality problems
• Regularity Properties of a Semismooth Reformulation of Variational Inequalities
• Smoothing trust region methods for nonlinear complementarity problems with \(P_0\)-functions
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Strongly Regular Generalized Equations
• The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem

Cited in

(8)

• A new active-set strategy for NCP with degenerate solutions
• Smooth Newton method for nonlinear complementarity problems
• A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs
• A new class of smoothing functions and a smoothing Newton method for complementarity problems
• A nonmonotone Jacobian smoothing inexact Newton method for NCP
• A family of generalized NCP-functions and a smoothing reformulation of D-eigenvalues
• An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions
• On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm

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