On the Newton-type method with admissible trajectories for mixed complementatiry problems

Authors:
A. N. Daryina;A. F. Izmailov
Affiliations:
Dorodnitsyn Computer Center, Russian Academy of Sciences, Moscow, Russia;Moscow State University, Moscow, Russia
Venue:
Automation and Remote Control
Year:
2007

Citing 5
Cited 0

Inexact Newton methods for the nonlinear complementarity problem

Mathematical Programming: Series A and B
Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications

Mathematical Programming: Series A and B
Engineering and Economic Applications of Complementarity Problems

SIAM Review
On the Accurate Identification of Active Constraints

SIAM Journal on Optimization
A Class of Active-Set Newton Methods for Mixed Complementarity Problems

SIAM Journal on Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

A new strategy is suggested for globalization of the convergence of the Newton method, which we proposed earlier, of the active set for the solution of mixed complementarity problems. The most important feature of the new algorithm is the admissibility of the trajectories generated by it.