Feasible Semismooth Newton Method for a Class of Stochastic Linear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
A feasible semismooth asymptotically Newton method for mixed complementarity problems
Semismooth Newton methods constitute a major research area for solving mixed complementarity problems (MCPs). Early research on semismooth Newton methods is mainly on infeasible methods. However, some MCPs are not well defined outside the feasible region or the equivalent unconstrained reformulations of other MCPs contain local minimizers outside the feasible region. As both these problems coul...
متن کاملProperties of a Class of Ncp-functions and a Related Semismooth Newton Method for Complementarity Problems
In this paper, we aim to explore properties of a class of NCP-functions and investigate a related semismooth Newton method for complementarity problems. Some favorite properties about the class of NCP-functions and its merit function are discussed including strong semismoothness, continuous differentiability and the nonsingularity of the element in C-subdifferential. In particular, we present a...
متن کاملA semismooth Newton method for tensor eigenvalue complementarity problem
In this paper, we consider the tensor eigenvalue complementarity problem which is closely related to the optimality conditions for polynomial optimization, as well as a class of differential inclusions with nonconvex processes. By introducing an NCP-function, we reformulate the tensor eigenvalue complementarity problem as a system of nonlinear equations. We show that this function is strongly s...
متن کاملA New Class of Semismooth Newton-Type Methods for Nonlinear Complementarity Problems
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...
متن کاملA semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
In this paper, we present a detailed investigation for the properties of a oneparametric class of SOC complementarity functions, which include the globally Lipschitz continuity, strong semismoothness, and the characterization of the B-subdifferential at a general point. Moreover, for the merit functions induced by them for the second-order cone complementarity problem (SOCCP), we provide a cond...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2008
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-008-9406-2