Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones.
Jingyong TangJinchuan ZhouPublished in: Ann. Oper. Res. (2020)
Keyphrases
- newton method
- line search
- variational inequalities
- primal dual
- trust region
- quadratic programming
- global convergence
- linear programming
- convergence analysis
- linear program
- convergence rate
- convex optimization
- nonlinear programming
- interior point methods
- sensitivity analysis
- approximation algorithms
- objective function
- global optimum
- optimization methods
- step size
- fixed point
- conjugate gradient
- convex sets
- linear equations
- nash equilibrium
- convergence speed
- multi objective
- optimal solution
- training data