A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems.
Yasushi NarushimaNobuko SagaraHideho OgasawaraPublished in: J. Optim. Theory Appl. (2011)
Keyphrases
- fischer burmeister
- variational inequalities
- nonlinear complementarity problem
- newton method
- sensitivity analysis
- gauss newton
- superlinear convergence
- primal dual
- nonlinear programming
- convex sets
- nash equilibrium
- fixed point
- quasi newton
- boundary conditions
- convex optimization
- finite number
- convergence analysis
- sparse representation
- optimization method
- linear equations