메뉴 건너뛰기




Volumn 20, Issue 2, 1997, Pages 85-92

A new approach to continuation methods for complementarity problems with uniform P-functions

Author keywords

Continuation methods; Interior point methods; Nonlinear complementarity problems; Nonlinear equations; P0 functions; Uniform P functions

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; LINEAR PROGRAMMING; NONLINEAR EQUATIONS; NONLINEAR SYSTEMS;

EID: 0031078565     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-6377(96)00044-2     Document Type: Article
Times cited : (28)

References (23)
  • 1
    • 21344485287 scopus 로고
    • A non-interior-continuation method for linear complementarity problems
    • B. Chen and P.T. Harker, "A non-interior-continuation method for linear complementarity problems", SIAM J. Matrix Anal. Appl. 14, 1168-1190 (1993).
    • (1993) SIAM J. Matrix Anal. Appl. , vol.14 , pp. 1168-1190
    • Chen, B.1    Harker, P.T.2
  • 2
    • 0011302061 scopus 로고
    • A noninterior continuation method for quadratic and linear programming
    • B. Chen and P.T. Harker, "A noninterior continuation method for quadratic and linear programming", SIAM J. Optim. 3, 503-515 (1993).
    • (1993) SIAM J. Optim. , vol.3 , pp. 503-515
    • Chen, B.1    Harker, P.T.2
  • 3
    • 0001067548 scopus 로고
    • A continuation method for monotone variational inequalities
    • B. Chen and P.T. Harker, "A continuation method for monotone variational inequalities", Math. Programming 69, 237-253 (1995).
    • (1995) Math. Programming , vol.69 , pp. 237-253
    • Chen, B.1    Harker, P.T.2
  • 5
    • 0003484781 scopus 로고
    • Engineering and economic applications of complementarity problems
    • University of Wisconsin, Madison, WI, May
    • M.C. Ferris and J.-S. Pang, "Engineering and economic applications of complementarity problems", Tech. Report 95-07, Computer Sciences Department, University of Wisconsin, Madison, WI, May 1995.
    • (1995) Tech. Report 95-07, Computer Sciences Department
    • Ferris, M.C.1    Pang, J.-S.2
  • 6
    • 84948263182 scopus 로고
    • A special newton-type optimization method
    • A. Fischer, "A special Newton-type optimization method", Optimization 24, 269-284 (1992).
    • (1992) Optimization , vol.24 , pp. 269-284
    • Fischer, A.1
  • 7
    • 21844489033 scopus 로고
    • A newton-type method for positive semidefinite linear complementarity problems
    • A. Fischer, "A Newton-type method for positive semidefinite linear complementarity problems", J. Optim. Theory Appl. 86, 585-608 (1995).
    • (1995) J. Optim. Theory Appl. , vol.86 , pp. 585-608
    • Fischer, A.1
  • 8
    • 0000310172 scopus 로고    scopus 로고
    • On finite termination of an iterative method for linear complementarity problems
    • A. Fischer and C. Kanzow, "On finite termination of an iterative method for linear complementarity problems", Math. Programming 74, 279-292 (1996).
    • (1996) Math. Programming , vol.74 , pp. 279-292
    • Fischer, A.1    Kanzow, C.2
  • 9
    • 0002358032 scopus 로고    scopus 로고
    • Merit functions for variational inequality and complementarity problems
    • G. Di Pillo and F. Giannessi (eds.)
    • M. Fukushima, "Merit functions for variational inequality and complementarity problems", In: G. Di Pillo and F. Giannessi (eds.), Nonlinear Optimization and Applications 155-170 (1996).
    • (1996) Nonlinear Optimization and Applications , pp. 155-170
    • Fukushima, M.1
  • 10
    • 0030106505 scopus 로고    scopus 로고
    • On the resolution of monotone complementarity problems
    • C. Geiger and C. Kanzow, "On the resolution of monotone complementarity problems", Comput. Optim. Appl. 5, 155-173 (1996).
    • (1996) Comput. Optim. Appl. , vol.5 , pp. 155-173
    • Geiger, C.1    Kanzow, C.2
  • 11
    • 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", Math. Programming 48, 161-220 (1990).
    • (1990) Math. Programming , vol.48 , pp. 161-220
    • Harker, P.T.1    Pang, J.-S.2
  • 12
    • 0030303836 scopus 로고    scopus 로고
    • Global convergence properties of some iterative methods for linear complementarity problems
    • C. Kanzow, "Global convergence properties of some iterative methods for linear complementarity problems", SIAM J. Optim. 6, 326-341 (1996).
    • (1996) SIAM J. Optim. , vol.6 , pp. 326-341
    • Kanzow, C.1
  • 13
    • 0030517292 scopus 로고    scopus 로고
    • Some noninterior continuation methods for linear complementarity problems
    • C. Kanzow, "Some noninterior continuation methods for linear complementarity problems", SIAM J. Matrix Anal. Appl. 17, 851-868 (1996).
    • (1996) SIAM J. Matrix Anal. Appl. , vol.17 , pp. 851-868
    • Kanzow, C.1
  • 14
    • 0001217295 scopus 로고
    • Homotopy continuation methods for nonlinear complementarity problems
    • M. Kojima, N. Meggido and T. Noma, "Homotopy continuation methods for nonlinear complementarity problems", Math. Oper. Res. 16, 754-774 (1991).
    • (1991) Math. Oper. Res. , vol.16 , pp. 754-774
    • Kojima, M.1    Meggido, N.2    Noma, T.3
  • 15
    • 0003212154 scopus 로고
    • A unified approach to interior point algorithms for linear complementarity problems
    • Springer, Berlin
    • M. Kojima, N. Meggido, T. Noma and A. Yoshise, "A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems", Lecture Notes in Computer Science, Vol. 538, Springer, Berlin, 1991.
    • (1991) Lecture Notes in Computer Science , vol.538
    • Kojima, M.1    Meggido, N.2    Noma, T.3    Yoshise, A.4
  • 16
    • 0024303530 scopus 로고
    • A new continuation method for complementarity problems with uniform p-functions
    • M. Kojima, S. Mizuno and T. Noma, "A new continuation method for complementarity problems with uniform P-functions", Math. Programming 43, 107-113 (1989).
    • (1989) Math. Programming , vol.43 , pp. 107-113
    • Kojima, M.1    Mizuno, S.2    Noma, T.3
  • 17
    • 0001214560 scopus 로고
    • Limiting behavior of trajectories generated by a continuation method for monotone complementarity problems
    • M. Kojima, S. Mizuno and T. Noma, "Limiting behavior of trajectories generated by a continuation method for monotone complementarity problems", Math. Oper. Res. 15, 662-675 (1990).
    • (1990) Math. Oper. Res. , vol.15 , pp. 662-675
    • Kojima, M.1    Mizuno, S.2    Noma, T.3
  • 18
    • 0002497386 scopus 로고
    • The complementarity problem for maximal monotone multifunctions
    • R.W. Cottle, F. Giannessi and J.L. Lions (eds.), Academic Press, New York
    • L. McLinden, "The complementarity problem for maximal monotone multifunctions", in: R.W. Cottle, F. Giannessi and J.L. Lions (eds.), Variational Inequalities and Complementarity Problems, Academic Press, New York, 1980, pp. 251-270.
    • (1980) Variational Inequalities and Complementarity Problems , pp. 251-270
    • McLinden, L.1
  • 19
    • 0016071184 scopus 로고
    • Classes of functions and feasibility conditions in nonlinear complementarity problems
    • J.J. Moré, "Classes of functions and feasibility conditions in nonlinear complementarity problems", Math. Programming 6, 327-338 (1974).
    • (1974) Math. Programming , vol.6 , pp. 327-338
    • Moré, J.J.1
  • 20
    • 0002565002 scopus 로고
    • On p- and s-functions and related classes of n-dimensional nonlinear mappings
    • J.J. Moré and W.C. Rheinboldt, "On P- and S-functions and related classes of n-dimensional nonlinear mappings", Linear Algebra Appl. 6, 45-68 (1973).
    • (1973) Linear Algebra Appl. , vol.6 , pp. 45-68
    • Moré, J.J.1    Rheinboldt, W.C.2
  • 21
    • 0001601094 scopus 로고
    • Newton's method for B-differentiable equations
    • J.-S. Pang, "Newton's method for B-differentiable equations", Math. Oper. Res. 15 311-341 (1990).
    • (1990) Math. Oper. Res. , vol.15 , pp. 311-341
    • Pang, J.-S.1
  • 22
    • 0003317924 scopus 로고
    • Nonsmooth equations: Motivation and algorithms
    • J.-S. Pang and L. Qi, "Nonsmooth equations: motivation and algorithms", SIAM J. Optim. 3, 443-465 (1993).
    • (1993) SIaM J. Optim. , vol.3 , pp. 443-465
    • Pang, J.-S.1    Qi, L.2
  • 23
    • 0027543961 scopus 로고
    • A nonsmooth version of newton's method
    • L. Qi and J. Sun, "A nonsmooth version of Newton's method", Math. Programming 58, 353-367 (1993).
    • (1993) Math. Programming , vol.58 , pp. 353-367
    • Qi, L.1    Sun, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.