A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

Autor: Dussault, Jean-Pierre, Frappier, Mathieu, Gilbert, Jean Charles

Publikováno v: In EURO Journal on Computational Optimization December 2019 7(4):359-380

Algorithmes de Newton-min polyédriques pour les problèmes de complémentarité

Autor: Dussault, Jean-Pierre, Frappier, Mathieu, Gilbert, Jean Charles

Publikováno v: [Research Report] Inria Paris; Université de Sherbrooke (Québec, Canada). 2023, pp.32
[Research Report] Inria Paris; Université de Sherbrooke (Québec, Canada). 2019

The semismooth Newton method is a very efficient approach for computing a zero of a large class of nonsmooth equations. When the initial iterate is sufficiently close to a regular zero and the function is strongly semismooth, the generated sequence c

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a1b2f9ad959ada558e4eab582c58a2cb
https://hal.science/hal-02306526

Une borne inférieure sur la complexité itérative de la technique de globalisation de Harker et Pang de l'algorithme de Newton-min pour résoudre le problème de complémentarité linéaire

Autor: Dussault , Jean-Pierre, Frappier , Mathieu, Gilbert , Jean Charles

Publikováno v: [Research Report] INRIA Paris. 2018, pp.19

The plain Newton-min algorithm can be viewed as an instance of the plain semismooth Newton method on the equational version min(x,Mx+q) = 0 of the linear complementarity problem (LCP) $"0 ≤ x ⊥ (Mx+q) ≥ 0"$. This algorithm converges, whatever i

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::03c54adac976c4e6d7c8d48eb9c4fcd3
https://hal.inria.fr/hal-01806399