메뉴 건너뛰기




Volumn 22, Issue 2, 2007, Pages 237-252

A norm descent BFGS method for solving KKT systems of symmetric variational inequality problems

Author keywords

BFGS method; Global convergence; KKT system; Superlinear convergence; Symmetric variational inequality problem

Indexed keywords

COMPUTER SOFTWARE; CONVERGENCE OF NUMERICAL METHODS; GLOBAL OPTIMIZATION; NONLINEAR EQUATIONS; NONLINEAR SYSTEMS; PROBLEM SOLVING;

EID: 33847333244     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780500397074     Document Type: Article
Times cited : (5)

References (12)
  • 1
    • 0000012763 scopus 로고
    • Semismooth and semiconvex functions in constrained optimization
    • Mifflin, R., 1977, Semismooth and semiconvex functions in constrained optimization. SIAM Journal on Control and Optimization, 15, 957-972.
    • (1977) SIAM Journal on Control and Optimization , vol.15 , pp. 957-972
    • Mifflin, R.1
  • 2
    • 0027543961 scopus 로고
    • A nonsmooth version of Newton's method
    • Qi, L. and Sun, J., 1993, A nonsmooth version of Newton's method. Mathematical Programming, 58, 353-367.
    • (1993) Mathematical Programming , vol.58 , pp. 353-367
    • Qi, L.1    Sun, J.2
  • 3
    • 0003203460 scopus 로고    scopus 로고
    • A survey of some nonsmooth equations and smoothing Newton methods
    • A. Eberhard, R. Hill, D. Ralph and B.M. Glover Eds, Kluwer Academic Dordrecht, pp
    • Qi, L. and Sun, D., 1999, A survey of some nonsmooth equations and smoothing Newton methods. In: A. Eberhard, R. Hill, D. Ralph and B.M. Glover (Eds) Progress in Optimization (Kluwer Academic Dordrecht), pp. 121-146.
    • (1999) Progress in Optimization , pp. 121-146
    • Qi, L.1    Sun, D.2
  • 4
    • 0034481503 scopus 로고    scopus 로고
    • Smoothing Newton and quasi-Newton methods for mixed complementarity problems
    • Li, D.H. and Fukushima, M., 2000, Smoothing Newton and quasi-Newton methods for mixed complementarity problems. Computational Optimization and Applications, 17, 203-230.
    • (2000) Computational Optimization and Applications , vol.17 , pp. 203-230
    • Li, D.H.1    Fukushima, M.2
  • 6
    • 0037528024 scopus 로고    scopus 로고
    • Globally convergent inexact quasi-Newton methods for solving nonlinear systems
    • Birgin, E.G., Krejić, N. and Martínez, J.M., 2003, Globally convergent inexact quasi-Newton methods for solving nonlinear systems. Numerical Algorithms, 32(2-4), 249-260.
    • (2003) Numerical Algorithms , vol.32 , Issue.2-4 , pp. 249-260
    • Birgin, E.G.1    Krejić, N.2    Martínez, J.M.3
  • 7
    • 0344896693 scopus 로고    scopus 로고
    • Descent directions of quasi-Newton methods for symmetric equations
    • Gu, G.Z., Li, D.H., Qi, L. and Zhou, S.Z., 2002, Descent directions of quasi-Newton methods for symmetric equations. SIAM Journal on Numerical Analysis, 40(5), 1763-1774.
    • (2002) SIAM Journal on Numerical Analysis , vol.40 , Issue.5 , pp. 1763-1774
    • Gu, G.Z.1    Li, D.H.2    Qi, L.3    Zhou, S.Z.4
  • 8
    • 0029276590 scopus 로고
    • A globally convergent successive approximation method for nonsmooth equations
    • Qi, L. and Chen, C., 1995, A globally convergent successive approximation method for nonsmooth equations. SIAM Journal on Control and Optimization, 33, 401-418.
    • (1995) SIAM Journal on Control and Optimization , vol.33 , pp. 401-418
    • Qi, L.1    Chen, C.2
  • 9
    • 0001423485 scopus 로고
    • A tool for the analysis of quasi-Newton methods with application to unconstrained minimization
    • Byrd, R. and Nocedal, J., 1989, A tool for the analysis of quasi-Newton methods with application to unconstrained minimization. SIAM Journal on Numerical Analysis, 26, 727-739.
    • (1989) SIAM Journal on Numerical Analysis , vol.26 , pp. 727-739
    • Byrd, R.1    Nocedal, J.2
  • 10
    • 84948263182 scopus 로고
    • A special Newton-type optimization method
    • Fischer, A., 1992, A special Newton-type optimization method. Optimization, 24, 269-284.
    • (1992) Optimization , vol.24 , pp. 269-284
    • Fischer, A.1
  • 12
    • 33847266033 scopus 로고    scopus 로고
    • Catalogue of test problems for optimization algorithm verification
    • Technical Report, GE Research and Development Center
    • Nagendra, S., 1997, Catalogue of test problems for optimization algorithm verification. Technical Report, GE Research and Development Center.
    • (1997)
    • Nagendra, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.