A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems
From MaRDI portal
Publication:5043856
DOI10.1080/10556788.2021.1903007zbMath1502.90178OpenAlexW3143801914WikidataQ114099385 ScholiaQ114099385MaRDI QIDQ5043856
Publication date: 6 October 2022
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2021.1903007
quadratic convergenceweighted linear complementarity problemlocal error bounddamped Gauss-Newton method
Derivative-free methods and methods using generalized derivatives (90C56) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI ⋮ A dynamic model to solve weighted linear complementarity problems ⋮ An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
Cites Work
- Unnamed Item
- A smoothing Newton algorithm for weighted linear complementarity problem
- Sufficient weighted complementarity problems
- The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
- A damped Gauss-Newton method for the second-order cone complementarity problem
- A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for \(P_0\)-NCPs
- A polynomial path-following interior point algorithm for general linear complementarity problems
- A family of NCP functions and a descent method for the nonlinear complementarity problem
- EP theorem for dual linear complementarity problems
- Gauss-Newton methods for the complementarity problem
- Error bounds for analytic systems and their applications
- Error bounds in mathematical programming
- A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
- A nonmonotone smoothing Newton algorithm for weighted complementarity problem
- A full-Newton step interior-point method for monotone weighted linear complementarity problems
- A nonsmooth version of Newton's method
- Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras
- The modified Levenberg-Marquardt method for nonlinear equations with cubic convergence
- Optimization and nonsmooth analysis
- A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP
- A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Weighted Complementarity Problems---A New Paradigm for Computing Equilibria
- Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
- Interior-point algorithms for a generalization of linear programming and weighted centring
- A Fully Polynomial-Time Approximation Algorithm for Computing a Stationary Point of the General Linear Complementarity Problem
- Accelerating the modified Levenberg-Marquardt method for nonlinear equations