Library

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Electronic Resource
    Electronic Resource
    An inexactQP-based method for nonlinear complementarity problems (1998)
    Springer
    Numerische Mathematik 80 (1998), S. 557-577 
    Details
    ISSN: 0945-3245
    Keywords: Mathematics Subject Classification (1991):65K05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary. We consider a quadratic programming-based method for nonlinear complementarity problems which allows inexact solutions of the quadratic subproblems. The main features of this method are that all iterates stay in the feasible set and that the method has some strong global and local convergence properties. Numerical results for all complementarity problems from the MCPLIB test problem collection are also reported.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s002110050378
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    A penalized Fischer-Burmeister NCP-function (2000)
    Springer
    Mathematical programming 88 (2000), S. 211-216 
    Details
    ISSN: 1436-4646
    Keywords: Key words: nonlinear complementarity problem – Newton’s method – semismoothness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. We introduce a new NCP-function in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. This new NCP-function turns out to have stronger theoretical properties than the widely used Fischer-Burmeister function and other NCP-functions suggested previously. Moreover, numerical experience indicates that a semismooth Newton method based on this new NCP-function performs considerably better than the corresponding method based on the Fischer-Burmeister function.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00011375
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    A continuation method for (strongly) monotone variational inequalities (1998)
    Springer
    Mathematical programming 81 (1998), S. 103-125 
    Details
    ISSN: 1436-4646
    Keywords: Variational inequality problems ; Strongly monotone functions ; Monotone functions ; Continuation methods ; Interior-point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the variational inequality problem, denoted by VIP(X, F), whereF is a strongly monotone function and the convex setX is described by some inequality (and possibly equality) constraints. This problem is solved by a continuation (or interior-point) method, which solves a sequence of certain perturbed variational inequality problems. These perturbed problems depend on a parameterμ 〉 0. It is shown that the perturbed problems have a unique solution for all values ofμ 〉 0, and that any sequence generated by the continuation method converges to the unique solution of VIP(X,F) under a well-known linear independence constraint qualification (LICQ). We also discuss the extension of the continuation method to monotone variational inequalities and present some numerical results obtained with a suitable implementation of this method. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01584847
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 4
    Electronic Resource
    Electronic Resource
    A QP-free constrained Newton-type method for variational inequality problems (1999)
    Springer
    Mathematical programming 85 (1999), S. 81-106 
    Details
    ISSN: 1436-4646
    Keywords: Key words: variational inequality problem – Newton’s method – semismoothness – global convergence – quadratic convergence – strong regularity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s101070050047
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 5
    Electronic Resource
    Electronic Resource
    Feasible descent algorithms for mixed complementarity problems (1999)
    Springer
    Mathematical programming 86 (1999), S. 475-497 
    Details
    ISSN: 1436-4646
    Keywords: Key words: mixed complementarity problems – global convergence – superlinear convergence – feasible descent methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract. In this paper we consider a general algorithmic framework for solving nonlinear mixed complementarity problems. The main features of this framework are: (a) it is well-defined for an arbitrary mixed complementarity problem, (b) it generates only feasible iterates, (c) it has a strong global convergence theory, and (d) it is locally fast convergent under standard regularity assumptions. This framework is applied to the PATH solver in order to show viability of the approach. Numerical results for an appropriate modification of the PATH solver indicate that this framework leads to substantial computational improvements.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s101070050101
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 6
    Electronic Resource
    Electronic Resource
    A New Class of Semismooth Newton-Type Methods for Nonlinear Complementarity Problems (1998)
    Springer
    Computational optimization and applications 11 (1998), S. 227-251 
    Details
    ISSN: 1573-2894
    Keywords: nonlinear complementarity problems ; Newton's method ; generalized Jacobians ; semismoothness ; global convergence ; quadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We introduce a new, one-parametric class of NCP-functions. This class subsumes the Fischer function and reduces to the minimum function in a limiting case of the parameter. This new class of NCP-functions is used in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. We present a detailed investigation of the properties of the equation operator, of the corresponding merit function as well as of a suitable semismooth Newton-type method. Finally, numerical results are presented for this method being applied to a number of test problems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1026424918464
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 7
    Electronic Resource
    Electronic Resource
    A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems (2000)
    Springer
    Computational optimization and applications 16 (2000), S. 173-205 
    Details
    ISSN: 1573-2894
    Keywords: nonlinear complementarity problem ; semismoothness ; Newton's method ; projected gradient method ; large-scale problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic assumptions that a search direction to be used in the general scheme has to enjoy in order to guarantee global convergence, local superlinear/quadratic convergence or finite convergence. We examine in detail several different semismooth algorithms and compare their theoretical features and their practical behavior on a set of large-scale problems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008705425484
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 8
    Electronic Resource
    Electronic Resource
    Global Optimization Techniques for Mixed Complementarity Problems (2000)
    Springer
    Journal of global optimization 16 (2000), S. 1-21 
    Details
    ISSN: 1573-2916
    Keywords: Mixed complementarity problems ; semismooth Newton method ; global optimization ; tunneling method ; filled function method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We investigate the theoretical and numerical properties of two global optimization techniques for the solution of mixed complementarity problems. More precisely, using a standard semismooth Newton-type method as a basic solver for complementarity problems, we describe how the performance of this method can be improved by incorporating two well-known global optimization algorithms, namely a tunneling and a filled function method. These methods are tested and compared with each other on a couple of very difficult test examples.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008331803982
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 9
    Electronic Resource
    Electronic Resource
    On the resolution of monotone complementarity problems (1996)
    Springer
    Computational optimization and applications 5 (1996), S. 155-173 
    Details
    ISSN: 1573-2894
    Keywords: nonlinear complementarity problems ; unconstrained minimization ; stationary points ; global minima ; descent methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract A reformulation of the nonlinear complementarity problem (NCP) as an unconstrained minimization problem is considered. It is shown that any stationary point of the unconstrained objective function is a solution of NCP if the mapping F involved in NCP is continuously differentiable and monotone, and that the level sets are bounded if F is continuous and strongly monotone. A descent algorithm is described which uses only function values of F. Some numerical results are given.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00249054
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 10
    Book
    Book
    Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben (1999)
    Berlin u.a. :Springer,
    Details
    Title: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben
    Author: Geiger, Carl
    Contributer: Kanzow, Christian
    Publisher: Berlin u.a. :Springer,
    Year of publication: 1999
    Pages: 349 S.
    Series Statement: Springer-Lehrbuch
    Type of Medium: Book
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    ZIB Catalog
    Zuse Institute Berlin get availability status
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...