A Barrier-Based Smoothing Proximal Point Algorithm for NCPs over Closed Convex Cones

DOI10.1137/12087565XzbMath1306.90159OpenAlexW2008023769MaRDI QIDQ2848172

Chek Beng Chua, Zhen Li

Publication date: 25 September 2013

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

Full work available at URL: https://doi.org/10.1137/12087565x

zbMATH Keywords

nonlinear complementarity problemproximal point algorithmsmoothing approximationNewton-CG augmented Lagrangian methodnormal map equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

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A global linear and local superlinear (quadratic) inexact non-interior continuation method for variational inequalities over general closed convex sets ⋮ Differential properties of Euclidean projection onto power cone ⋮ A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets

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