An active-set Levenberg–Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions
Author:
Funder
supported by National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s12190-015-0937-z.pdf
Reference20 articles.
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2. Kanzow, C., Qi, H.D.: A QP-free constrained Newton-type method for variational inequality problems. Math. Prog. 85, 81–106 (1999)
3. Yu, H.D., Pu, D.G.: Smoothing Newton method for NCP with the identification of degenerate indices. J. Comput. Appl. Math. 234, 3424–3435 (2010)
4. Yamashita, N., Dan, H., Fukushima, F.: On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Math. Prog. 99, 377–397 (2004)
5. Yamashita, N., Fukushima, F.: The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem. SIAM J. Optim. 11, 364–379 (2001)
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