A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions

DOI10.1137/080726690zbMath1206.90197OpenAlexW1979543018MaRDI QIDQ3058508

Guanglu Zhou, Louis Caccetta, Kok Lay Teo

Publication date: 3 December 2010

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

Full work available at URL: http://hdl.handle.net/20.500.11937/43365

zbMATH Keywords

Newton type methodsuperlinear convergencenonlinear complementarity problemsreformulationnon Lipschitz maps

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (10)

A smoothing Newton algorithm for weighted linear complementarity problem ⋮ A semismooth Newton method for tensor eigenvalue complementarity problem ⋮ A fixed-point method for a class of super-large scale nonlinear complementarity problems ⋮ A full-Newton step non-interior continuation algorithm for a class of complementarity problems ⋮ Smoothing techniques in solving non-Lipschitz absolute value equations ⋮ An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions ⋮ Tensor absolute value equations ⋮ Finding Nash equilibrium for a class of multi-person noncooperative games via solving tensor complementarity problem ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ An accelerated monotonic convergent algorithm for a class of non-Lipschitzian NCP\((F)\) involving an \(M\)-matrix

This page was built for publication: A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions