A nonmonotone smoothing Newton algorithm for weighted complementarity problem

J Tang, H Zhang - Journal of Optimization Theory and Applications, 2021 - Springer
The weighted complementarity problem (denoted by WCP) significantly extends the general
complementarity problem and can be used for modeling a larger class of problems from …

A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPs

J Tang - Computational and Applied Mathematics, 2018 - Springer
This paper considers the linear weighted complementarity problem (denoted by LWCP)
introduced by Potra (SIAM J Optim 22: 1634–1654, 2012). Based on two weighted …

A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones

GQ Wang, YQ Bai - Journal of Optimization Theory and Applications, 2012 - Springer
In this paper, we present a new class of polynomial interior point algorithms for the Cartesian
P-matrix linear complementarity problem over symmetric cones based on a parametric …

[HTML][HTML] A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities

Y Zhang, ZH Huang - Journal of Computational and Applied Mathematics, 2010 - Elsevier
In this paper, we investigate a smoothing-type algorithm with a nonmonotone line search for
solving a system of equalities and inequalities. We prove that the nonmonotone algorithm is …

Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones

J Tang, J Zhou - Annals of Operations Research, 2020 - Springer
In this paper we consider the nonlinear complementarity problem over circular cones
(CCNCP) which contains a lot of circular cone optimization problems. We study a one …

A smoothing Newton algorithm for a class of non-monotonic symmetric cone linear complementarity problems

N Lu, ZH Huang - Journal of Optimization Theory and Applications, 2014 - Springer
Recently, the study of symmetric cone complementarity problems has been a hot topic in the
literature. Many numerical methods have been proposed for solving such a class of …

A new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones with full NT-steps

GQ Wang - Asia-Pacific Journal of Operational Research, 2012 - World Scientific
In this paper, we present a new polynomial interior-point algorithm for the monotone linear
complementarity problem over symmetric cones by employing the framework of Euclidean …

On matrix characterizations for P-property of the linear transformation in second-order cone linear complementarity problems

XH Miao, JS Chen - Linear Algebra and its Applications, 2021 - Elsevier
The P-property of the linear transformation in second-order cone linear complementarity
problems (SOCLCP) plays an important role in checking the globally uniquely solvable …

A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations

C Chen, D Yu, D Han, C Ma - arXiv preprint arXiv:2111.13808, 2021 - arxiv.org
The system of generalized absolute value equations (GAVE) has attracted more and more
attention in the optimization community. In this paper, by introducing a smoothing function …

A nonmonotone smoothing Newton method for circular cone programming

X Chi, Z Wan, Z Zhu, L Yuan - Optimization, 2016 - Taylor & Francis
The circular cone programming (CCP) problem is to minimize or maximize a linear function
over the intersection of an affine space with the Cartesian product of circular cones. In this …