메뉴 건너뛰기




Volumn 76, Issue 3, 1997, Pages 493-512

A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems

Author keywords

Inexact Newton methods; Large scale problems; Nonlinear complementarity problems; Nonsmooth equations

Indexed keywords


EID: 0001151466     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02614395     Document Type: Article
Times cited : (154)

References (36)
  • 2
    • 0030104686 scopus 로고    scopus 로고
    • A class of smoothing functions for nonlinear and mixed complementarity problems
    • C. Chen and O.L. Mangasarian, A class of smoothing functions for nonlinear and mixed complementarity problems, Computational Optimization and Applications 5 (1996) 97-138.
    • (1996) Computational Optimization and Applications , vol.5 , pp. 97-138
    • Chen, C.1    Mangasarian, O.L.2
  • 5
    • 0043189808 scopus 로고    scopus 로고
    • A semismooth equation approach to the solution of nonlinear complementarity problems
    • T. De Luca, F. Facchinei and C. Kanzow, A semismooth equation approach to the solution of nonlinear complementarity problems, Mathematical Programming 75 (1996) 407-439
    • (1996) Mathematical Programming , vol.75 , pp. 407-439
    • De Luca, T.1    Facchinei, F.2    Kanzow, C.3
  • 8
    • 0029425015 scopus 로고
    • MCPLIB: A collection of nonlinear mixed complementarity problems
    • S.P. Dirkse and M.C. Ferris, MCPLIB: A collection of nonlinear mixed complementarity problems, Optimization Methods and Software 5 (1995) 319-345.
    • (1995) Optimization Methods and Software , vol.5 , pp. 319-345
    • Dirkse, S.P.1    Ferris, M.C.2
  • 10
    • 0031542397 scopus 로고    scopus 로고
    • A new merit function for nonlinear complementarity problems and a related algorithm
    • F. Facchinei and J. Soares, A new merit function for nonlinear complementarity problems and a related algorithm, SIAM Journal on Optimization 7 (1997) 225-247.
    • (1997) SIAM Journal on Optimization , vol.7 , pp. 225-247
    • Facchinei, F.1    Soares, J.2
  • 12
    • 84948263182 scopus 로고
    • A special Newton-type optimization method
    • A. Fischer, A special Newton-type optimization method, Optimization 24 (1992) 269-284.
    • (1992) Optimization , vol.24 , pp. 269-284
    • Fischer, A.1
  • 13
    • 0002132714 scopus 로고
    • An NCP-function and its use for the solution of complementarity problems
    • D.-Z. Du, L. Qi and R. Womersley, eds., World Scientific, Singapore
    • A. Fischer, An NCP-function and its use for the solution of complementarity problems, in: D.-Z. Du, L. Qi and R. Womersley, eds., Recent Advances in Nonsmooth Optimization (World Scientific, Singapore, 1995) 88-105.
    • (1995) Recent Advances in Nonsmooth Optimization , pp. 88-105
    • Fischer, A.1
  • 15
    • 0001867697 scopus 로고
    • An inexact NE/SQP method for solving the nonlinear complementarity problem
    • S.A. Gabriel and J.-S. Pang, An inexact NE/SQP method for solving the nonlinear complementarity problem, Computational Optimization and Applications 1 (1992) 67-91.
    • (1992) Computational Optimization and Applications , vol.1 , pp. 67-91
    • Gabriel, S.A.1    Pang, J.-S.2
  • 17
    • 0009351554 scopus 로고
    • Solving nonsmooth equations by means of quasi-Newton methods with globalization
    • D.-Z. Du, L. Qi and R. Womersley, eds., World Scientific, Singapore
    • M.A. Gomes-Ruggiero, J.M. Martínez and S.A. Santos, Solving nonsmooth equations by means of quasi-Newton methods with globalization, in: D.-Z. Du, L. Qi and R. Womersley, eds., Recent Advances in Nonsmooth Optimization (World Scientific, Singapore, 1995) 121-140.
    • (1995) Recent Advances in Nonsmooth Optimization , pp. 121-140
    • Gomes-Ruggiero, M.A.1    Martínez, J.M.2    Santos, S.A.3
  • 18
    • 0344704362 scopus 로고
    • Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
    • P.T. Harker and J.-S. Pang, Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications, Mathematical Programming 48 (1990) 161-220.
    • (1990) Mathematical Programming , vol.48 , pp. 161-220
    • Harker, P.T.1    Pang, J.-S.2
  • 19
    • 34249962655 scopus 로고
    • Newton's method for the nonlinear complementarity problem: A B-differentiable equation approach
    • P.T. Harker and B. Xiao, Newton's method for the nonlinear complementarity problem: A B-differentiable equation approach, Mathematical Programming 48 (1990) 339-357.
    • (1990) Mathematical Programming , vol.48 , pp. 339-357
    • Harker, P.T.1    Xiao, B.2
  • 20
    • 0000772810 scopus 로고
    • Complementarity problems
    • Springer, Berlin
    • G. Isac, Complementarity Problems, Lecture Notes in Mathematics, Vol. 1528 (Springer, Berlin, 1992).
    • (1992) Lecture Notes in Mathematics , vol.1528
    • Isac, G.1
  • 21
    • 0030736633 scopus 로고    scopus 로고
    • A new nonsmooth equations approach to nonlinear complementarity problems
    • H. Jiang and L. Qi, A new nonsmooth equations approach to nonlinear complementarity problems, SIAM Journal on Control and Optimization 35 (1997) 178-193.
    • (1997) SIAM Journal on Control and Optimization , vol.35 , pp. 178-193
    • Jiang, H.1    Qi, L.2
  • 22
    • 0028448558 scopus 로고
    • Inexact trust region method for large sparse systems of nonlinear equations
    • L. Lukšan, Inexact trust region method for large sparse systems of nonlinear equations, Journal of Optimization Theory and Applications 81 (1994) 569-590.
    • (1994) Journal of Optimization Theory and Applications , vol.81 , pp. 569-590
    • Lukšan, L.1
  • 23
    • 0002147441 scopus 로고
    • Equivalence of the complementarity problem to a system of nonlinear equations
    • O.L. Mangasarian, Equivalence of the complementarity problem to a system of nonlinear equations, SIAM Journal on Applied Mathematics 31 (1976) 89-92.
    • (1976) SIAM Journal on Applied Mathematics , vol.31 , pp. 89-92
    • Mangasarian, O.L.1
  • 25
    • 0000012763 scopus 로고
    • Semismooth and semiconvex functions in constrained optimization
    • R. Mifflin, Semismooth and semiconvex functions in constrained optimization, SIAM Journal on Control and Optimization 15 (1977) 957-972.
    • (1977) SIAM Journal on Control and Optimization , vol.15 , pp. 957-972
    • Mifflin, R.1
  • 27
    • 0022792007 scopus 로고
    • Inexact Newton methods for the nonlinear complementarity problem
    • J.-S. Pang, Inexact Newton methods for the nonlinear complementarity problem. Mathematical Programming 36 (1986) 54-71.
    • (1986) Mathematical Programming , vol.36 , pp. 54-71
    • Pang, J.-S.1
  • 28
    • 0003000071 scopus 로고
    • Complementarity problems
    • R. Horst and P.M. Pardalos, eds., Kluwer Academic, Dordrecht
    • J.-S. Pang, Complementarity problems, in: R. Horst and P.M. Pardalos, eds., Handbook of Global Optimization (Kluwer Academic, Dordrecht, 1994) 271-338.
    • (1994) Handbook of Global Optimization , pp. 271-338
    • Pang, J.-S.1
  • 29
    • 34250083447 scopus 로고
    • NE/SQP: A robust algorithm for the nonlinear complementarity problem
    • J.-S. Pang and S.A. Gabriel, NE/SQP: A robust algorithm for the nonlinear complementarity problem, Mathematical Programming 60 (1993) 295-337.
    • (1993) Mathematical Programming , vol.60 , pp. 295-337
    • Pang, J.-S.1    Gabriel, S.A.2
  • 30
    • 0003317924 scopus 로고
    • Nonsmooth equations: Motivation and algorithms
    • J.-S. Pang and L. Qi, Nonsmooth equations: Motivation and algorithms, SIAM Journal on Optimization 3 (1993) 443-465.
    • (1993) SIAM Journal on Optimization , vol.3 , pp. 443-465
    • Pang, J.-S.1    Qi, L.2
  • 32
    • 0000607524 scopus 로고
    • A convergence analysis of some algorithms for solving nonsmooth equations
    • L. Qi, A convergence analysis of some algorithms for solving nonsmooth equations, Mathematics of Operations Research 18 (1993) 227-244.
    • (1993) Mathematics of Operations Research , vol.18 , pp. 227-244
    • Qi, L.1
  • 33
    • 0027543961 scopus 로고
    • A nonsmooth version of Newton's method
    • L. Qi and J. Sun, A nonsmooth version of Newton's method, Mathematical Programming 58 (1993) 353-368.
    • (1993) Mathematical Programming , vol.58 , pp. 353-368
    • Qi, L.1    Sun, J.2
  • 34
    • 0002939936 scopus 로고
    • Generalized equations
    • A. Bachem, M. Groetschel and B. Korte, eds., Springer, Berlin
    • S.M. Robinson, Generalized equations, in: A. Bachem, M. Groetschel and B. Korte, eds., Mathematical Programming: The State of the Art (Springer, Berlin, 1983) 346-367.
    • (1983) Mathematical Programming: The State of the Art , pp. 346-367
    • Robinson, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.