메뉴 건너뛰기




Volumn 33, Issue 3, 2005, Pages 369-391

On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems

Author keywords

65K10; 90C33

Indexed keywords

ALGORITHMS; FUNCTIONS; ITERATIVE METHODS; LINEAR SYSTEMS; PROBLEM SOLVING;

EID: 27844487710     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-004-6098-5     Document Type: Article
Times cited : (12)

References (42)
  • 2
    • 0032131487 scopus 로고    scopus 로고
    • The global linear convergence of a non-interior path-following algorithm for linear complementarity problem
    • Burke, J. and Xu, S. (1998), The global linear convergence of a non-interior path-following algorithm for linear complementarity problem, Mathematics of Operations Reseasch 23, 719-734.
    • (1998) Mathematics of Operations Reseasch , vol.23 , pp. 719-734
    • Burke, J.1    Xu, S.2
  • 3
    • 0001801031 scopus 로고
    • Ph.D. dissertation, Department of Mathematics, University of Washington, Seattle, WA
    • Chang, P.L. (1980), A minimax approach to nonlinear programming, Ph.D. dissertation, Department of Mathematics, University of Washington, Seattle, WA.
    • (1980) A Minimax Approach to Nonlinear Programming
    • Chang, P.L.1
  • 4
    • 0034476547 scopus 로고    scopus 로고
    • A global linear and local quadratic continuation smoothing method for variational inequalities with box constrains
    • Chen, B. and Chen, X. (2000), A global linear and local quadratic continuation smoothing method for variational inequalities with box constrains, Computational Optimization and Applications 13, 131-158.
    • (2000) Computational Optimization and Applications , vol.13 , pp. 131-158
    • Chen, B.1    Chen, X.2
  • 5
    • 33646992525 scopus 로고
    • A generalization of the linear complementarity problem
    • Cottle, R.W. and Dantzig, G.B. (1970), A generalization of the linear complementarity problem, Journal of Combinatorial Theory 8, 79-90.
    • (1970) Journal of Combinatorial Theory , vol.8 , pp. 79-90
    • Cottle, R.W.1    Dantzig, G.B.2
  • 7
    • 0345148378 scopus 로고    scopus 로고
    • On homotopy-smoothing methods for variational inequalities
    • Chen, X. and Ye, Y. (1999), On homotopy-smoothing methods for variational inequalities, SIAM Journal on Control and Optimization 37, 589-616.
    • (1999) SIAM Journal on Control and Optimization , vol.37 , pp. 589-616
    • Chen, X.1    Ye, Y.2
  • 8
    • 0001968164 scopus 로고
    • Nonlinear mappings associated with the generalized linear complementarity problem
    • Ebiefung, A.A. (1995), Nonlinear mappings associated with the generalized linear complementarity problem, Mathematical Programming 69, 255-268.
    • (1995) Mathematical Programming , vol.69 , pp. 255-268
    • Ebiefung, A.A.1
  • 9
    • 21344498119 scopus 로고
    • The generalized Leontief input-output model and its application to the choice of the new technology
    • Ebiefung, A.A. and Kostreva, M.M. (1993), The generalized Leontief input-output model and its application to the choice of the new technology, Annals of Operations Research 44, 161-172.
    • (1993) Annals of Operations Research , vol.44 , pp. 161-172
    • Ebiefung, A.A.1    Kostreva, M.M.2
  • 11
    • 0013500465 scopus 로고    scopus 로고
    • On the entropic perturbation and exponential penalty methods for linear programming
    • Fang, S.-C. and Tsao, H.-S.J. (1996), On the entropic perturbation and exponential penalty methods for linear programming, Journal of Optimization Theory and Applications 89, 461-466.
    • (1996) Journal of Optimization Theory and Applications , vol.89 , pp. 461-466
    • Fang, S.-C.1    Tsao, H.-S.J.2
  • 13
    • 0000310172 scopus 로고    scopus 로고
    • On the finite termination of an iterative method for linear complementarity problems
    • Fischer, A. and Kanzow, C. (1996), On the finite termination of an iterative method for linear complementarity problems, Mathematical Programming 74, 279-292.
    • (1996) Mathematical Programming , vol.74 , pp. 279-292
    • Fischer, A.1    Kanzow, C.2
  • 17
    • 0030554229 scopus 로고    scopus 로고
    • A generalization of the Nash equilibrium theorem on bimatrix games
    • Gowda, M.S. and Sznajder, R. (1996), A generalization of the Nash equilibrium theorem on bimatrix games, International Journal of Game Theory 25, 1-12.
    • (1996) International Journal of Game Theory , vol.25 , pp. 1-12
    • Gowda, M.S.1    Sznajder, R.2
  • 19
    • 0348163537 scopus 로고    scopus 로고
    • Non-interior continuation method for solving the monotone semidefinite complementarity problem
    • Huang, Z.H. and Han, J. (2003), Non-interior continuation method for solving the monotone semidefinite complementarity problem, Applied Mathematics and Optimization 47, 195-211.
    • (2003) Applied Mathematics and Optimization , vol.47 , pp. 195-211
    • Huang, Z.H.1    Han, J.2
  • 23
    • 0034353736 scopus 로고    scopus 로고
    • A strongly polynomial procedure yielding a maximally complementarity solution for P*(k) linear complementarity problems
    • Illés, T., Peng, J.M., Roos, C. and Terlaky, T. (2001), A strongly polynomial procedure yielding a maximally complementarity solution for P*(k) linear complementarity problems, SIAM Journal of Optimization 11, 320-340.
    • (2001) SIAM Journal of Optimization , vol.11 , pp. 320-340
    • Illés, T.1    Peng, J.M.2    Roos, C.3    Terlaky, T.4
  • 25
    • 0000158651 scopus 로고
    • An aggregate function method for nonlinear programming
    • Li, X.S. (1991), An aggregate function method for nonlinear programming, Science in China (Ser. A) 34, 1467-1473.
    • (1991) Science in China (Ser. A) , vol.34 , pp. 1467-1473
    • Li, X.S.1
  • 26
    • 0030648982 scopus 로고    scopus 로고
    • On the entropic regularization method for solving min-max problems with applications
    • Li, X.S. and Fang, S.-C. (1997), On the entropic regularization method for solving min-max problems with applications, Mathematical Methods of Operations Research 46, 119-130.
    • (1997) Mathematical Methods of Operations Research , vol.46 , pp. 119-130
    • Li, X.S.1    Fang, S.-C.2
  • 27
    • 0039606816 scopus 로고
    • Generalized linear complementarity problems as linear programming
    • Mangasarian, O.L. (1979), Generalized linear complementarity problems as linear programming, Opemtions Research Verfahren 31, 393-402.
    • (1979) Opemtions Research Verfahren , vol.31 , pp. 393-402
    • Mangasarian, O.L.1
  • 28
    • 0003051861 scopus 로고    scopus 로고
    • The generalized linear complementarity problem revisited
    • Mohan, S.R., Neogy, S.K. and Sridhar, R. (1996), The generalized linear complementarity problem revisited, Mathematical Programming 74, 197-218.
    • (1996) Mathematical Programming , vol.74 , pp. 197-218
    • Mohan, S.R.1    Neogy, S.K.2    Sridhar, R.3
  • 29
    • 34250077538 scopus 로고
    • On finding the optimal facet of linear programs
    • Mehrotra, S. and Ye, Y. (1993), On finding the optimal facet of linear programs, Mathematical Programming 62, 497-515.
    • (1993) Mathematical Programming , vol.62 , pp. 497-515
    • Mehrotra, S.1    Ye, Y.2
  • 30
    • 0000810444 scopus 로고    scopus 로고
    • A non-interior continuation method for generalized linear complementarity problems
    • Peng, P.J. and Lin, Z. (1999), A non-interior continuation method for generalized linear complementarity problems, Mathematical Programming 86, 533-563.
    • (1999) Mathematical Programming , vol.86 , pp. 533-563
    • Peng, P.J.1    Lin, Z.2
  • 31
    • 0033630888 scopus 로고    scopus 로고
    • A smoothing Newton method for extended vertical linear complementarity problems
    • Qi, H.D. and Liao, L.Z. (1999), A smoothing Newton method for extended vertical linear complementarity problems, SIAM Journal on Matrix Analysis and Applications 21, 45-66.
    • (1999) SIAM Journal on Matrix Analysis and Applications , vol.21 , pp. 45-66
    • Qi, H.D.1    Liao, L.Z.2
  • 32
    • 0042545186 scopus 로고    scopus 로고
    • Regularized smoothing approximations to vertical nonlinear complementarity problems
    • Qi, H.D., Liao, L.Z. and Lin, Z. (1999), Regularized smoothing approximations to vertical nonlinear complementarity problems, Journal of Mathematical Analysis and Applications 230, 261-276.
    • (1999) Journal of Mathematical Analysis and Applications , vol.230 , pp. 261-276
    • Qi, H.D.1    Liao, L.Z.2    Lin, Z.3
  • 33
    • 0034387718 scopus 로고    scopus 로고
    • Improving the convergence of non-interior point algorithm for nonlinear complementarity problems
    • Qi, L. and Sun, D. (2000), Improving the convergence of non-interior point algorithm for nonlinear complementarity problems, Mathematics of Computation 69, 283-304.
    • (2000) Mathematics of Computation , vol.69 , pp. 283-304
    • Qi, L.1    Sun, D.2
  • 35
    • 0039551499 scopus 로고
    • Singular control problems in bounded intervals
    • Sun, M. (1987), Singular control problems in bounded intervals, Stochastics 21, 303-344.
    • (1987) Stochastics , vol.21 , pp. 303-344
    • Sun, M.1
  • 36
    • 0001795809 scopus 로고
    • Monotonicity of Mangasarian's iterative algorithm for the generalized linear complementarity problem
    • Sun, M. (1989), Monotonicity of Mangasarian's iterative algorithm for the generalized linear complementarity problem, Journal of Mathematical Analysis and Applications 144, 473-485.
    • (1989) Journal of Mathematical Analysis and Applications , vol.144 , pp. 473-485
    • Sun, M.1
  • 37
    • 0742265353 scopus 로고    scopus 로고
    • On the finite termination of the damped-Newton algorithm for the linear complementarity problem
    • Sun, D., Han, J., and Zhao, Y.B. (1998), On the finite termination of the damped-Newton algorithm for the linear complementarity problem, Acta Mathematica Applicatae Sinica 21, 148-154.
    • (1998) Acta Mathematica Applicatae Sinica , vol.21 , pp. 148-154
    • Sun, D.1    Han, J.2    Zhao, Y.B.3
  • 39
    • 0000697391 scopus 로고    scopus 로고
    • Analysis of a non-interior continuation method based on Chen-Mangasarian smoothing functions for complementarity problems
    • Fukushima, M. and Qi, L. (eds.), Kluwer Academic Publishers, Boston
    • Tseng, P. (1999), Analysis of a non-interior continuation method based on Chen-Mangasarian smoothing functions for complementarity problems, In: Fukushima, M. and Qi, L. (eds.), Reformulation-Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, pp. 381-404, Kluwer Academic Publishers, Boston.
    • (1999) Reformulation-nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods , pp. 381-404
    • Tseng, P.1
  • 40
    • 0002621771 scopus 로고    scopus 로고
    • Error bounds and superlinear convergence analysis of some Newton-type methods in optimization
    • Di Pillo, G. and Giannessi, F. (eds.), Kluwer Academic Publishers, Boston
    • Tseng, P. (2000), Error bounds and superlinear convergence analysis of some Newton-type methods in optimization. In: Di Pillo, G. and Giannessi, F. (eds.), Nonlinear Optimization and Related Topics, pp. 445-462, Kluwer Academic Publishers, Boston.
    • (2000) Nonlinear Optimization and Related Topics , pp. 445-462
    • Tseng, P.1
  • 41
    • 0027607344 scopus 로고
    • On the convergence of the exponential multiplier method for convex programming
    • Tseng, P. and Bertsekas, D.P. (1993), On the convergence of the exponential multiplier method for convex programming, Mathematical Programming 60, 1-19.
    • (1993) Mathematical Programming , vol.60 , pp. 1-19
    • Tseng, P.1    Bertsekas, D.P.2
  • 42
    • 30244459714 scopus 로고
    • On the finite convergence of interior-point algorithms for linear programming
    • Ye, Y. (1992), On the finite convergence of interior-point algorithms for linear programming, Mathematical Programming 57, 325-335.
    • (1992) Mathematical Programming , vol.57 , pp. 325-335
    • Ye, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.