Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems

DOI10.1080/10556780701296455zbMath1188.90258OpenAlexW2123093332MaRDI QIDQ5437523

Stefania Petra, Christian Kanzow

Publication date: 21 January 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701296455

zbMATH Keywords

global convergencequadratic convergencecomplementarity problemsfilter methodtrust region methodssemismooth functionsnonlinear least squares reformulationCauchy step

Mathematics Subject Classification ID

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

Related Items

Exact penalties for variational inequalities with applications to nonlinear complementarity problems, A locally convergent inexact projected Levenberg-Marquardt-type algorithm for large-scale constrained nonsmooth equations, On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds, A kind of stochastic eigenvalue complementarity problems, A feasible decomposition method for constrained equations and its application to complementarity problems, Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements, Trust-region method for box-constrained semismooth equations and its applications to complementary problems, A trust-region approach with novel filter adaptive radius for system of nonlinear equations, MINQ8: general definite and bound constrained indefinite quadratic programming, A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs, A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods, Numerical comparisons of two effective methods for mixed complementarity problems, An efficient algorithm for solving supply chain network equilibria and equivalent supernetwork based traffic network equilibria, Solving nearly-separable quadratic optimization problems as nonsmooth equations, Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities

Uses Software

• levmar
• MINQ
• PATH Solver
• GQTPAR
• MCPLIB

Cites Work

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