Merit functions - Search Results - UAB Digital Repository of Documents

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27 p, 1.1 MB

Merit functions for semi-definite complementarity problems / Tseng, Paul
Merit functions such as the gap function, the regularized gap function, the implicit Lagrangian, and the norm squared of the Fischer-Burmeister function have played an important role in the solution of complementarity problems defined over the cone of nonnegative real vectors. [...]
1998
Mathematical Programming, vol. 83 n. 2 (1998) p. 159-185

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23 p, 1.0 MB

Modified Newton methods for solving a semismooth reformulation of monotone complementary problems / Yamashita, Nobuo ; Fukushima, Masao
In this paper, we propose a Newton-type method for solving a semismooth reformulation of monotone complementarity problems. In this method, a direction-finding subproblem, which is a system of linear equations, is uniquely solvable at each iteration. [...]
1997
Mathematical Programming, vol. 76 n. 3 (1997) p. 469-491

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