A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions

DOI10.1007/s40314-016-0328-6zbMath1393.90122OpenAlexW2292365111MaRDI QIDQ1655357

Benjamin Tran, Wei-Zhe Gu, Mohamed A. Tawhid

Publication date: 9 August 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-016-0328-6

zbMATH Keywords

regularity conditionsunconstrained minimizationmerit functiondescent algorithmgeneralized complementarity problemGCP functiongeneralized FB function

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Uses Software

• MCPLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A complementary formulation for traffic equilibrium problem with a new nonadditive route cost
• A new class of penalized NCP-functions and its properties
• Properties and construction of NCP functions
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• An \(R\)-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function
• The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems
• The quasi-complementarity problem
• On optimal stopping and free boundary problems
• New constrained optimization reformulation of complementarity problems
• Nonlinear complementarity as unconstrained and constrained minimization
• Solution of monotone complementarity problems with locally Lipschitzian functions
• A semismooth equation approach to the solution of nonlinear complementarity problems
• On unconstrained and constrained stationary points of the implicit Lagrangian
• Solving American option pricing models by the front fixing method: numerical analysis and computing
• Algorithms for computing traffic equilibria
• A Newton method for a class of quasi-variational inequalities
• On the resolution of monotone complementarity problems
• On the convergence of descent methods for monotone variational inequalities
• On stationary points of the implicit Lagrangian for nonlinear complementarity problems
• Nonlinear complementarity as unconstrained optimization
• An application of \(H\)-differentiability to nonnegative and unrestricted generalized complementarity problems
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Unconstrained minimization approaches to nonlinear complementarity problems
• On the Resolution of the Generalized Nonlinear Complementarity Problem
• On the solution of complementarity problems arising in American options pricing
• A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
• Equilibria on a Congested Transportation Network
• The Traffic Equilibrium Problem with Nonadditive Path Costs
• Engineering and Economic Applications of Complementarity Problems
• A Trust Region Method for Solving Generalized Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• The Mathematics of Financial Derivatives
• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• Complementarity problems