A self-adaptive trust region method for the extended linear complementarity problems
From MaRDI portal
Publication:993286
DOI10.1007/s10492-009-0004-xzbMath1212.65239MaRDI QIDQ993286
Publication date: 10 September 2010
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37807
global convergence; extended linear complementarity; trust region algorithm; local superlinear convergence
65K05: Numerical mathematical programming methods
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C51: Interior-point methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some optimization reformulations of the extended linear complementarity problem
- Reducing a monotone horizontal LCP to an LCP
- Global \(s\)-type error bound for the extended linear complementarity problem and applications.
- On the solution of the extended linear complementarity problem
- On the extended linear complementarity problem
- A nonsmooth version of Newton's method
- An adaptive trust region method and its convergence
- A smoothing Levenberg-Marquardt method for NCP
- Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A special newton-type optimization method
- Automatic Determination of an Initial Trust Region in Nonlinear Programming
- A Trust Region Method for Solving Generalized Complementarity Problems
- Solving Karush--Kuhn--Tucker Systems via the Trust Region and the Conjugate Gradient Methods
- On a semismooth least squares formulation of complementarity problems with gap reduction
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Jacobian Smoothing Methods for Nonlinear Complementarity Problems
- The Extended Linear Complementarity Problem
- Generalized Linear Complementarity Problems
- Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
- A smoothing Gauss-Newton method for the generalized HLCP
