Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints.
Alexey F. IzmailovA. L. PogosyanMikhail V. SolodovPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- newton method
- variational inequalities
- optimality conditions
- nonlinear programming
- quasi newton
- fischer burmeister
- gauss newton
- convergence analysis
- sensitivity analysis
- nonlinear complementarity problem
- regularized least squares
- superlinear convergence
- primal dual
- linear equations
- lower level
- fixed point
- convex sets
- graphical models
- nash equilibrium
- quadratic programming
- nonnegative matrix factorization
- sample size
- training data