Sample-path solution of stochastic variational inequalities, with applications to option pricing
WSC '96 Proceedings of the 28th conference on Winter simulation
A New Class of Semismooth Newton-Type Methods for Nonlinear Complementarity Problems
Computational Optimization and Applications
A Shifted-Barrier Primal-Dual Algorithm Model for Linearly ConstrainedOptimization Problems
Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I
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A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems
Computational Optimization and Applications
Computational Optimization and Applications
Globally convergent inexact generalized Newton's methods for nonsmooth equations
Journal of Computational and Applied Mathematics
A primal-dual algorithm for minimizing a sum of Euclidean norms
Journal of Computational and Applied Mathematics
Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
Journal of Optimization Theory and Applications
Journal of Optimization Theory and Applications
On the local uniqueness of solutions of variational inequalities under H-differentiability
Journal of Optimization Theory and Applications
Hybrid Newton-type method for a class of semismooth equations
Journal of Optimization Theory and Applications
A Globally and Superlinearly Convergent SQP Algorithm for Nonlinear Constrained Optimization
Journal of Global Optimization
NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem
Journal of Global Optimization
Lagrangian globalization methods for nonlinear complementarity problems
Journal of Optimization Theory and Applications
Merit Functions for Complementarity and Related Problems: A Survey
Computational Optimization and Applications
Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems
Computational Optimization and Applications
A Smoothing Newton Method for General Nonlinear Complementarity Problems
Computational Optimization and Applications
On Two Applications of H-Differentiability to Optimization and Complementarity Problems
Computational Optimization and Applications
Computational Optimization and Applications
Computational Optimization and Applications
A Strongly Semismooth Integral Function and Its Application
Computational Optimization and Applications
Quadratic one-step smoothing Newton method for P0-LCP without strict complementarity
Applied Mathematics and Computation
Global Newton-type methods and semismooth reformulations for NCP
Applied Numerical Mathematics
Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems
Mathematics of Operations Research
Semismooth Newton Methods for Solving Semi-Infinite Programming Problems
Journal of Global Optimization
An iterative method for solving semismooth equations
Journal of Computational and Applied Mathematics - Special issue: Papers presented at the 1st Sino--Japan optimization meeting, 26-28 October 2000, Hong Kong, China
A Smoothing Newton Method for Semi-Infinite Programming
Journal of Global Optimization
The Lagrangian Globalization Method for Nonsmooth Constrained Equations
Computational Optimization and Applications
Journal of Computational and Applied Mathematics
Spectral gradient projection method for solving nonlinear monotone equations
Journal of Computational and Applied Mathematics
On Affine-Scaling Interior-Point Newton Methods for Nonlinear Minimization with Bound Constraints
Computational Optimization and Applications
Computational Optimization and Applications
Hedging with a correlated asset: Solution of a nonlinear pricing PDE
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Mathematics of Operations Research
A generalized Jacobian based Newton method for semismooth block-triangular system of equations
Journal of Computational and Applied Mathematics
A vibrating string with dynamic frictionless impact
Applied Numerical Mathematics
On Semismooth Newton's Methods for Total Variation Minimization
Journal of Mathematical Imaging and Vision
A Newton's method for perturbed second-order cone programs
Computational Optimization and Applications
An interior-point affine-scaling trust-region method for semismooth equations with box constraints
Computational Optimization and Applications
A non-smooth optimization model for a two-tiered supply chain network
Information Sciences: an International Journal
A new smoothing quasi-Newton method for nonlinear complementarity problems
Journal of Computational and Applied Mathematics
A smoothing Newton-type method for generalized nonlinear complementarity problem
Journal of Computational and Applied Mathematics
Computational Optimization and Applications
Computational Optimization and Applications
Journal of Computational and Applied Mathematics
The semismooth approach for semi-infinite programming under the Reduction Ansatz
Journal of Global Optimization
IEEE/ACM Transactions on Networking (TON)
Journal of Computational and Applied Mathematics
Optimization Methods & Software
A nonmonotone semismooth inexact Newton method
Optimization Methods & Software
A norm descent BFGS method for solving KKT systems of symmetric variational inequality problems
Optimization Methods & Software
Inexact quasi-Newton global convergent method for solving constrained nonsmooth equations
International Journal of Computer Mathematics
Journal of Computational and Applied Mathematics
A smoothing-type algorithm for solving system of inequalities
Journal of Computational and Applied Mathematics
SC1 optimization reformulations of the generalized Nash equilibrium problem
Optimization Methods & Software
Globally convergent Jacobian smoothing inexact Newton methods for NCP
Computational Optimization and Applications
A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
Journal of Computational and Applied Mathematics
A one-step smoothing Newton method for second-order cone programming
Journal of Computational and Applied Mathematics
Optimization of limited network capacity with toll settings
Information Sciences: an International Journal
A nonsmooth Newton's method for control-state constrained optimal control problems
Mathematics and Computers in Simulation
A smoothing projected Newton-type algorithm for semi-infinite programming
Computational Optimization and Applications
Computational Optimization and Applications
A smoothing method for second order cone complementarity problem
Journal of Computational and Applied Mathematics
Solving generalized Nash equilibrium problem with equality and inequality constraints
Optimization Methods & Software
A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
Optimization Methods & Software
A nonsmooth Levenberg-Marquardt method for solving semi-infinite programming problems
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Journal of Global Optimization
Computational Optimization and Applications
Optimization for signal setting problems using non-smooth techniques
Information Sciences: an International Journal
A nonsmooth algorithm for solving the frictional quasistatic contact problems
MACMESE'08 Proceedings of the 10th WSEAS international conference on Mathematical and computational methods in science and engineering
Journal of Computational and Applied Mathematics
Computers & Mathematics with Applications
A regularized smoothing-type algorithm for solving a system of inequalities with a P0-function
Journal of Computational and Applied Mathematics
A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities
Journal of Computational and Applied Mathematics
A smoothing inexact Newton method for nonlinear complementarity problems
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Computational Optimization and Applications
A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
Computational Optimization and Applications
A non-interior-point smoothing method for variational inequality problem
Journal of Computational and Applied Mathematics
Numerical comparisons of two effective methods for mixed complementarity problems
Journal of Computational and Applied Mathematics
Computational Optimization and Applications
A new smoothing Newton-type algorithm for semi-infinite programming
Journal of Global Optimization
Optimization of a nonlinear area traffic control system with elastic demand
Automatica (Journal of IFAC)
A monotone semismooth Newton type method for a class of complementarity problems
Journal of Computational and Applied Mathematics
A generalized Newton method for absolute value equations associated with second order cones
Journal of Computational and Applied Mathematics
A new smoothing and regularization Newton method for P0-NCP
Journal of Global Optimization
Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
SIAM Journal on Matrix Analysis and Applications
A nonsmooth Newton solver for capturing exact Coulomb friction in fiber assemblies
ACM Transactions on Graphics (TOG)
Exact penalties for variational inequalities with applications to nonlinear complementarity problems
Computational Optimization and Applications
Journal of Computational Physics
Computers & Mathematics with Applications
SIAM Journal on Optimization
A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
SIAM Journal on Optimization
SIAM Journal on Optimization
SIAM Journal on Optimization
Computational Optimization and Applications
Semismooth Newton and Newton iterative methods for HJB equation
Journal of Computational and Applied Mathematics
A nonsmooth algorithm for cone-constrained eigenvalue problems
Computational Optimization and Applications
The penalized Fischer-Burmeister SOC complementarity function
Computational Optimization and Applications
A hybrid iterative solver for robustly capturing coulomb friction in hair dynamics
Proceedings of the 2011 SIGGRAPH Asia Conference
Journal of Global Optimization
A new smoothing Broyden-like method for solving nonlinear complementarity problem with a P0-function
Journal of Global Optimization
Computational Optimization and Applications
Computation of generalized differentials in nonlinear complementarity problems
Computational Optimization and Applications
Computational Optimization and Applications
Computational Optimization and Applications
Computational Optimization and Applications
Generalized Newton-iterative method for semismooth equations
Numerical Algorithms
An application of H differentiability to generalized complementarity problems over symmetric cones
Computers & Mathematics with Applications
Computational Optimization and Applications
A full-Newton step non-interior continuation algorithm for a class of complementarity problems
Journal of Computational and Applied Mathematics
Reconstructing a matrix from a partial sampling of Pareto eigenvalues
Computational Optimization and Applications
A proximal point algorithm for the monotone second-order cone complementarity problem
Computational Optimization and Applications
Multigrid second-order accurate solution of parabolic control-constrained problems
Computational Optimization and Applications
Computational Optimization and Applications
Calibration of estimator-weights via semismooth Newton method
Journal of Global Optimization
The SC1 property of an expected residual function arising from stochastic complementarity problems
Operations Research Letters
The SC1 property of the squared norm of the SOC Fischer-Burmeister function
Operations Research Letters
On the convergence of an inexact Newton-type method
Operations Research Letters
Minimization of SC1 functions and the Maratos effect
Operations Research Letters
A new approach to continuation methods for complementarity problems with uniform P-functions
Operations Research Letters
A further result on an implicit function theorem for locally Lipschitz functions
Operations Research Letters
Penalty Methods for the Solution of Discrete HJB Equations—Continuous Control and Obstacle Problems
SIAM Journal on Numerical Analysis
Nonsingularity Conditions for the Fischer-Burmeister System of Nonlinear SDPs
SIAM Journal on Optimization
A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
SIAM Journal on Optimization
Original article: Application of a modified semismooth Newton method to some elasto-plastic problems
Mathematics and Computers in Simulation
Descentwise inexact proximal algorithms for smooth optimization
Computational Optimization and Applications
Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
Computational Optimization and Applications
Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming
Numerical Algorithms
ACM Transactions on Mathematical Software (TOMS)
Numerical methods for linear complementarity problems in physics-based animation
ACM SIGGRAPH 2013 Courses
Smoothing SQP algorithm for semismooth equations with box constraints
Computational Optimization and Applications
A new method for solving Pareto eigenvalue complementarity problems
Computational Optimization and Applications
Computational Optimization and Applications
Equilibrium problems involving the Lorentz cone
Journal of Global Optimization
Computational Optimization and Applications
On regularity conditions for complementarity problems
Computational Optimization and Applications
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