Weighted complementarity problems -- A new paradigm for computing equilibria

DOI10.1137/110837310MaRDI QIDQ4915181zbMATH OpenOpenAlexFDO

Authors Florian A. Potra

Publication date 9 April 2013

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a39fb91f432638bfba4a314c8f4ce41969ed086c

zbMATH Keywords

Fisher equilibriuminterior-point methodspath-following methodsweighted complementarity

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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Cited in

(43)

• Equilibria and weighted complementarity problems
• A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem
• A new smoothing-type algorithm for nonlinear weighted complementarity problem
• A full-modified-Newton step O(n) infeasible interior-point method for the special weighted linear complementarity problem
• A full-Newton step interior-point method for monotone weighted linear complementarity problems
• On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
• Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras
• An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
• The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function
• A smoothing Newton algorithm for weighted linear complementarity problem
• Sufficient weighted complementarity problems
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• Interior-point algorithms for a generalization of linear programming and weighted centring
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A dynamic model to solve weighted linear complementarity problems
• A full-Newton step feasible interior-point algorithm for solving the general Fisher market equilibrium
• Kernel-based full-Newton step feasible interior-point algorithm for P_* ()-weighted linear complementarity problem
• Complexity analysis of a full-Newton step interior-point method for monotone weighted linear complementarity problems
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• A Neural Network Approach for Solving Weighted Nonlinear Complementarity Problems
• The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
• A feasible interior-point method with full-Newton step for P_* ( )-weighted linear complementarity problem via the algebraically equivalent transformation
• Complexity analysis of a predictor-corrector interior-point algorithm for P_()-weighted linear complementarity problems
• The weighted vertical linear complementarity problem on Euclidean Jordan algebra
• Interior-point algorithms with full Newton steps for nonsymmetric convex conic optimization
• Sufficient weighted second-order cone complementarity problems
• One-parametric class of smoothing functions for (WSOCCP) and its Jacobian consistency
• A full-Newton step feasible interior-point algorithm for the special weighted linear complementarity problems based on algebraic equivalent transformation
• New smooth weighted complementarity functions and a cubically convergent method for wLCP
• A modulus-based framework for weighted horizontal linear complementarity problems
• Nonmonotone smoothing inexact Newton algorithm for solving weighted horizontal linear complementarity problems
• The solvability of weighted complementarity problems and a smoothing Newton algorithm under the local error bound
• A full-Newton step interior-point algorithm for the special weighted linear complementarity problem based on positive-asymptotic kernel function
• Fractional absolute value equations
• Analysis of the inexact modified Levenberg-Marquardt method for nonlinear equations
• Complexity and numerical implementation of a new full-Newton step interior point method for weighted convex quadratic optimization
• Parabolic target-space interior-point algorithm for monotone weighted linear complementarity problem
• The modified Levenberg-Marquardt method incorporating a new LM parameter and a nonmonotone scheme
• A smoothing Newton method with a mixed line search for monotone weighted complementarity problems

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