A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs

DOI10.1016/j.na.2010.01.012zbMath1198.90372OpenAlexW2076536542MaRDI QIDQ960900

Tzu-Ching Lin, Shaohua Pan, Jein-Shan Chen

Publication date: 29 March 2010

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2010.01.012

zbMATH Keywords

convergence ratemixed complementarity problemsmoothing approximationthe generalized FB function

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP, A tri-dimensional filter SQP algorithm for variational inequality problems, A smoothing Newton method based on the modulus equation for a class of weakly nonlinear complementarity problems, A non-interior continuation algorithm for the CP based on a generalized smoothing function, Discovery of new complementarity functions for NCP and SOCCP, An algorithm for a class of nonlinear complementarity problems with non-Lipschitzian functions, A smoothing Newton method for absolute value equation associated with second-order cone, Symmetrization of generalized natural residual function for NCP, Positivity Preserving Limiters for Time-Implicit Higher Order Accurate Discontinuous Galerkin Discretizations, The Jacobian consistency of a one-parametric class of smoothing functions for SOCCP

Uses Software

• QPCOMP
• MCPLIB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem
• Numerical comparisons of two effective methods for mixed complementarity problems
• A family of NCP functions and a descent method for the nonlinear complementarity problem
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• QPCOMP: A quadratic programming based solver for mixed complementarity problems
• A comparison of large scale mixed complementarity problem solvers
• A class of smoothing functions for nonlinear and mixed complementarity problems
• Feasible descent algorithms for mixed complementarity problems
• A nonsmooth version of Newton's method
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A special newton-type optimization method
• Engineering and Economic Applications of Complementarity Problems
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• On a semismooth least squares formulation of complementarity problems with gap reduction
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• ON SOME NCP-FUNCTIONS BASED ON THE GENERALIZED FISCHER–BURMEISTER FUNCTION
• Projected filter trust region methods for a semismooth least squares formulation of mixed complementarity problems