Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem
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DOI: 10.1007/s10589-021-00300-8
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- Z.H. Huang & J. Han & Z. Chen, 2003. "Predictor-Corrector Smoothing Newton Method, Based on a New Smoothing Function, for Solving the Nonlinear Complementarity Problem with a P 0 Function," Journal of Optimization Theory and Applications, Springer, vol. 117(1), pages 39-68, April.
- Y. Q. Bai & G. Lesaja & C. Roos & G. Q. Wang & M. El Ghami, 2008. "A Class of Large-Update and Small-Update Primal-Dual Interior-Point Algorithms for Linear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 138(3), pages 341-359, September.
- Jingyong Tang & Hongchao Zhang, 2021. "A Nonmonotone Smoothing Newton Algorithm for Weighted Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 189(3), pages 679-715, June.
- Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
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Cited by:
- Jingyong Tang & Jinchuan Zhou & Hongchao Zhang, 2023. "An Accelerated Smoothing Newton Method with Cubic Convergence for Weighted Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 641-665, February.
- Behrouz Kheirfam, 2024. "Complexity Analysis of a Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 133-145, July.
- Jingyong Tang & Jinchuan Zhou & Zhongfeng Sun, 2023. "A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI," Annals of Operations Research, Springer, vol. 321(1), pages 541-564, February.
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Keywords
Weighted nonlinear complementarity problem; Levenberg–Marquardt method; Complementarity function; Local error bound; Quadratic convergence;All these keywords.
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