IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v196y2023i2d10.1007_s10957-022-02152-6.html
   My bibliography  Save this article

An Accelerated Smoothing Newton Method with Cubic Convergence for Weighted Complementarity Problems

Author

Listed:
  • Jingyong Tang

    (Xinyang Normal University)

  • Jinchuan Zhou

    (Shandong University of Technology)

  • Hongchao Zhang

    (Louisiana State University)

Abstract

Smoothing Newton methods, which usually inherit local quadratic convergence rate, have been successfully applied to solve various mathematical programming problems. In this paper, we propose an accelerated smoothing Newton method (ASNM) for solving the weighted complementarity problem (wCP) by reformulating it as a system of nonlinear equations using a smoothing function. In spirit, when the iterates are close to the solution set of the nonlinear system, an additional approximate Newton step is computed by solving one of two possible linear systems formed by using previously calculated Jacobian information. When a Lipschitz continuous condition holds on the gradient of the smoothing function at two checking points, this additional approximate Newton step can be obtained with a much reduced computational cost. Hence, ASNM enjoys local cubic convergence rate but with computational cost only comparable to standard Newton’s method at most iterations. Furthermore, a second-order nonmonotone line search is designed in ASNM to ensure global convergence. Our numerical experiments verify the local cubic convergence rate of ASNM and show that the acceleration techniques employed in ASNM can significantly improve the computational efficiency compared with some well-known benchmark smoothing Newton method.

Suggested Citation

  • 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.
  • Handle: RePEc:spr:joptap:v:196:y:2023:i:2:d:10.1007_s10957-022-02152-6
    DOI: 10.1007/s10957-022-02152-6
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-022-02152-6
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-022-02152-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. Seetharama Gowda, 2019. "Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras," Journal of Global Optimization, Springer, vol. 74(2), pages 285-295, June.
    2. Soodabeh Asadi & Zsolt Darvay & Goran Lesaja & Nezam Mahdavi-Amiri & Florian Potra, 2020. "A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 864-878, September.
    3. Xiaoni Chi & M. Seetharama Gowda & Jiyuan Tao, 2019. "The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra," Journal of Global Optimization, Springer, vol. 73(1), pages 153-169, January.
    4. Zheng-Hai Huang & Tie Ni, 2010. "Smoothing algorithms for complementarity problems over symmetric cones," Computational Optimization and Applications, Springer, vol. 45(3), pages 557-579, April.
    5. Yasushi Narushima & Nobuko Sagara & Hideho Ogasawara, 2011. "A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 79-101, April.
    6. Xiangjing Liu & Sanyang Liu, 2020. "A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$ P 0 -property," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 229-247, October.
    7. Jingyong Tang & Jinchuan Zhou, 2021. "Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem," Computational Optimization and Applications, Springer, vol. 80(1), pages 213-244, September.
    8. Nan Lu & Zheng-Hai Huang, 2014. "A Smoothing Newton Algorithm for a Class of Non-monotonic Symmetric Cone Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 446-464, May.
    9. Defeng Sun & Jie Sun, 2008. "Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras," Mathematics of Operations Research, INFORMS, vol. 33(2), pages 421-445, May.
    10. Xiao-Hong Liu & Zheng-Hai Huang, 2009. "A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 385-404, October.
    11. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
    12. Xiaoni Chi & Guoqiang Wang, 2021. "A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 108-129, July.
    13. Jingyong Tang & Jinchuan Zhou, 2020. "Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones," Annals of Operations Research, Springer, vol. 295(2), pages 787-808, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. 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.
    3. Jingyong Tang & Jinchuan Zhou, 2020. "Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones," Annals of Operations Research, Springer, vol. 295(2), pages 787-808, December.
    4. Xiaoni Chi & Guoqiang Wang & Goran Lesaja, 2024. "Kernel-Based Full-Newton Step Feasible Interior-Point Algorithm for $$P_{*}(\kappa )$$ P ∗ ( κ ) -Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 108-132, July.
    5. Nan Lu & Zheng-Hai Huang, 2014. "A Smoothing Newton Algorithm for a Class of Non-monotonic Symmetric Cone Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 446-464, May.
    6. Xiaoni Chi & Guoqiang Wang, 2021. "A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 108-129, July.
    7. Jingyong Tang & Jinchuan Zhou, 2021. "Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem," Computational Optimization and Applications, Springer, vol. 80(1), pages 213-244, September.
    8. Tang, Jingyong & Zhou, Jinchuan & Fang, Liang, 2015. "A non-monotone regularization Newton method for the second-order cone complementarity problem," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 743-756.
    9. Xiangjing Liu & Sanyang Liu, 2020. "A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$ P 0 -property," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 229-247, October.
    10. 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.
    11. M. Seetharama Gowda, 2019. "Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras," Journal of Global Optimization, Springer, vol. 74(2), pages 285-295, June.
    12. Tatsuya Hirano & Yasushi Narushima, 2019. "Robust Supply Chain Network Equilibrium Model," Transportation Science, INFORMS, vol. 53(4), pages 1196-1212, July.
    13. M. V. Dolgopolik, 2018. "Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property," Journal of Global Optimization, Springer, vol. 71(2), pages 237-296, June.
    14. Jingyong Tang & Jinchuan Zhou, 2021. "A smoothing quasi-Newton method for solving general second-order cone complementarity problems," Journal of Global Optimization, Springer, vol. 80(2), pages 415-438, June.
    15. Y. D. Chen & Y. Gao & Y.-J. Liu, 2010. "An Inexact SQP Newton Method for Convex SC1 Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 146(1), pages 33-49, July.
    16. Liqun Qi & Zheng-Hai Huang, 2019. "Tensor Complementarity Problems—Part II: Solution Methods," Journal of Optimization Theory and Applications, Springer, vol. 183(2), pages 365-385, November.
    17. Li, Yuan-Min & Wei, Deyun, 2015. "A generalized smoothing Newton method for the symmetric cone complementarity problem," Applied Mathematics and Computation, Elsevier, vol. 264(C), pages 335-345.
    18. Juyoung Jeong & M. Seetharama Gowda, 2024. "Transfer Principles, Fenchel Conjugate, and Subdifferential Formulas in Fan-Theobald-von Neumann Systems," Journal of Optimization Theory and Applications, Springer, vol. 202(3), pages 1242-1267, September.
    19. Pin-Bo Chen & Gui-Hua Lin & Xide Zhu & Fusheng Bai, 2021. "Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets," Journal of Global Optimization, Springer, vol. 80(3), pages 635-659, July.
    20. S. H. Pan & J.-S. Chen, 2009. "Growth Behavior of Two Classes of Merit Functions for Symmetric Cone Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 141(1), pages 167-191, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:196:y:2023:i:2:d:10.1007_s10957-022-02152-6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.