A monotone semismooth Newton type method for a class of complementarity problems
From MaRDI portal
Publication:609212
DOI10.1016/j.cam.2010.08.012zbMath1204.65070OpenAlexW2128404944MaRDI QIDQ609212
Publication date: 30 November 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.012
numerical resultsnonsmooth equationsmonotone convergencecomplementarity problemsemismooth Newton method
Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
The relaxation modulus-based matrix splitting iteration method for solving a class of nonlinear complementarity problems ⋮ Accelerated modulus-based matrix splitting iteration methods for a restricted class of nonlinear complementarity problems ⋮ The modulus-based nonsmooth Newton's method for solving a class of nonlinear complementarity problems of \(P\)-matrices ⋮ Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems ⋮ A fixed-point method for a class of super-large scale nonlinear complementarity problems ⋮ Improved Inexact Alternating Direction Methods for a Class of Nonlinear Complementarity Problems ⋮ Two-Step Modulus-Based Synchronous Multisplitting Iteration Methods for Nonlinear Complementarity Problems ⋮ Modulus-based matrix splitting algorithms for the quasi-complementarity problems ⋮ Quadratic convergence of monotone iterates for semilinear elliptic obstacle problems ⋮ Modified Newton-type methods for the NCP by using a class of one-parametric NCP-functions ⋮ A full-Newton step non-interior continuation algorithm for a class of complementarity problems ⋮ Improved convergence theorems of modulus-based matrix splitting iteration method for nonlinear complementarity problems of \(H\)-matrices ⋮ A generalized Newton method of high-order convergence for solving the large-scale linear complementarity problem ⋮ The sign-based methods for solving a class of nonlinear complementarity problems ⋮ An accelerated Newton method of high-order convergence for solving a class of weakly nonlinear complementarity problems ⋮ A two-step modulus-based matrix splitting iteration method for solving nonlinear complementarity problems of \(H_+\)-matrices ⋮ Accelerated modulus-based matrix splitting iteration method for a class of nonlinear complementarity problems ⋮ A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of \(H\)-matrices ⋮ An accelerated monotonic convergent algorithm for a class of non-Lipschitzian NCP\((F)\) involving an \(M\)-matrix ⋮ Modified modulus-based matrix splitting algorithms for a class of weakly nondifferentiable nonlinear complementarity problems ⋮ An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems ⋮ The modulus-based matrix splitting algorithms for a class of weakly nonlinear complementarity problems ⋮ A generalized modulus-based Newton method for solving a class of non-linear complementarity problems with \(P\)-matrices ⋮ Path-following and semismooth Newton methods for the variational inequality arising from two membranes problem ⋮ Fast modulus-based matrix splitting iteration methods for implicit complementarity problems ⋮ A monotone Newton multisplitting method for the nonlinear complementarity problem with a nonlinear source term ⋮ Two-step modulus-based matrix splitting iteration method for a class of nonlinear complementarity problems ⋮ American Options in an Illiquid Market: Nonlinear Complementary Method ⋮ Finite algorithms for the numerical solutions of a class of nonlinear complementarity problems
Cites Work
- Unnamed Item
- Unnamed Item
- Free boundary problems with nonlinear source terms
- Free boundary problems in the theory of fluid flow through porous media: A numerical approach
- Iterative solution of large sparse systems of equations. Transl. from the German
- A semismooth equation approach to the solution of nonlinear complementarity problems
- A nonsmooth version of Newton's method
- A New Nonsmooth Equations Approach to Nonlinear Complementarity Problems
- Nonsmooth Equations: Motivation and Algorithms
- Newton's Method for B-Differentiable Equations
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
- Inexact semismooth Newton methods for large-scale complementarity problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Parallel solutions of variational inequality problems with nonlinear source terms