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Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems

Author

Listed:
  • L. Qi

    (Hong Kong Polytechnic University)

  • D. Sun

    (National University of Singapore)

Abstract

This paper provides for the first time some computable smoothing functions for variational inequality problems with general constraints. This paper proposes also a new version of the smoothing Newton method and establishes its global and superlinear (quadratic) convergence under conditions weaker than those previously used in the literature. These are achieved by introducing a general definition for smoothing functions, which include almost all the existing smoothing functions as special cases.

Suggested Citation

  • L. Qi & D. Sun, 2002. "Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 113(1), pages 121-147, April.
    • Handle: RePEc:spr:joptap:v:113:y:2002:i:1:d:10.1023_a:1014861331301
    DOI: 10.1023/A:1014861331301
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    References listed on IDEAS

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    1. James V. Burke & Song Xu, 1998. "The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 23(3), pages 719-734, August.
    2. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    3. Stephen M. Robinson, 1992. "Normal Maps Induced by Linear Transformations," Mathematics of Operations Research, INFORMS, vol. 17(3), pages 691-714, August.
    4. M. Seetharama Gowda & Roman Sznajder, 1999. "Weak Univalence and Connectedness of Inverse Images of Continuous Functions," Mathematics of Operations Research, INFORMS, vol. 24(1), pages 255-261, February.
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    Cited by:

    1. Louis Caccetta & Biao Qu & Guanglu Zhou, 2011. "A globally and quadratically convergent method for absolute value equations," Computational Optimization and Applications, Springer, vol. 48(1), pages 45-58, January.
    2. Nina Ovcharova & Joachim Gwinner, 2014. "A Study of Regularization Techniques of Nondifferentiable Optimization in View of Application to Hemivariational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 162(3), pages 754-778, September.
    3. Kamil A. Khan & Harry A. J. Watson & Paul I. Barton, 2017. "Differentiable McCormick relaxations," Journal of Global Optimization, Springer, vol. 67(4), pages 687-729, April.
    4. Jinhai Chen & Herschel Rabitz, 2019. "On Lifting Operators and Regularity of Nonsmooth Newton Methods for Optimal Control Problems of Differential Algebraic Equations," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 518-535, February.
    5. Chen Ling & Hongxia Yin & Guanglu Zhou, 2011. "A smoothing Newton-type method for solving the L 2 spectral estimation problem with lower and upper bounds," Computational Optimization and Applications, Springer, vol. 50(2), pages 351-378, October.
    6. Zhengyong Zhou & Yunchan Peng, 2019. "The locally Chen–Harker–Kanzow–Smale smoothing functions for mixed complementarity problems," Journal of Global Optimization, Springer, vol. 74(1), pages 169-193, May.
    7. Pin-Bo Chen & Gui-Hua Lin & Xide Zhu & Fusheng Bai, 2021. "Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets," Journal of Global Optimization, Springer, vol. 80(3), pages 635-659, July.
    8. Zhengyong Zhou & Bo Yu, 2014. "A smoothing homotopy method for variational inequality problems on polyhedral convex sets," Journal of Global Optimization, Springer, vol. 58(1), pages 151-168, January.
    9. Xiaona Fan & Qinglun Yan, 2018. "A New Proof for Global Convergence of a Smoothing Homotopy Method for the Nonlinear Complementarity Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(04), pages 1-13, August.
    10. C. Zhang & Q. J. Wei, 2009. "Global and Finite Convergence of a Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 391-403, November.

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