Displaying similar documents to “An unconstrained optimization technique for nonsmooth nonlinear complementarity problems.”

A new one-step smoothing newton method for second-order cone programming

Jingyong Tang, Guoping He, Li Dong, Liang Fang (2012)

Applications of Mathematics

Similarity:

In this paper, we present a new one-step smoothing Newton method for solving the second-order cone programming (SOCP). Based on a new smoothing function of the well-known Fischer-Burmeister function, the SOCP is approximated by a family of parameterized smooth equations. Our algorithm solves only one system of linear equations and performs only one Armijo-type line search at each iteration. It can start from an arbitrary initial point and does not require the iterative points to be...

Augmented Lagrangian methods for variational inequality problems

Alfredo N. Iusem, Mostafa Nasri (2010)

RAIRO - Operations Research

Similarity:

We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through a closed formula. A full convergence analysis is provided, allowing for inexact solution of...