The linear convergence of a derivative-free descent method for nonlinear complementarity problems

DOI10.3934/jimo.2016030zbMath1364.90327OpenAlexW2394959602MaRDI QIDQ2628209

Li-Yong Lu, Wei-Zhe Gu

Publication date: 12 June 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016030

zbMATH Keywords

global convergencelinear convergencenonlinear complementarity problemsmerit functionderivative-free descent method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm ⋮ Some results on the filter method for nonlinear complementary problems

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