A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS

DOI10.1007/s40314-017-0554-6zbMath1409.90206OpenAlexW2778886317MaRDI QIDQ1993664

Jingyong Tang

Publication date: 5 November 2018

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

Full work available at URL: https://doi.org/10.1007/s40314-017-0554-6

zbMATH Keywords

nonmonotone line searchinexact Newton methodsmoothing algorithmlinear weighted complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (11)

A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems ⋮ A dynamic model to solve weighted linear complementarity problems ⋮ 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 ⋮ Unnamed Item ⋮ 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 smoothing Newton method with a mixed line search for monotone weighted complementarity problems ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem

Cites Work

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• A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• Weighted Complementarity Problems---A New Paradigm for Computing Equilibria
• Interior-point algorithms for a generalization of linear programming and weighted centring

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