A non-monotone regularization Newton method for the second-order cone complementarity problem

DOI10.1016/j.amc.2015.09.017zbMath1410.90220OpenAlexW1861170885MaRDI QIDQ1732240

Jingyong Tang, Liang Fang, Jin Chuan Zhou

Publication date: 22 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.09.017

zbMATH Keywords

Tikhonov regularization methodsecond-order cone complementarity problemsmoothing Newton methodnon-monotone line search

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Cites Work

• A new non-interior continuation method for solving the second-order cone complementarity problem
• A smoothing Newton method for the second-order cone complementarity problem.
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
• Well-posed optimization problems
• A new smoothing and regularization Newton method for \(P_{0}\)-NCP
• A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs
• Smoothing algorithms for complementarity problems over symmetric cones
• A smoothing method for second order cone complementarity problem
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• A regularization Newton method for solving nonlinear complementarity problems
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A new one-step smoothing newton method for the second-order cone complementarity problem
• A non-interior continuation method for second-order cone programming
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Beyond Monotonicity in Regularization Methods for Nonlinear Complementarity Problems
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems